The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383): Difference between revisions

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+https://doi.org/10.1007/s11009-013-9332-0
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+W2022654464
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@@ Property / cites work @@
+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
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+On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
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+Optimal dividends in the dual model
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+Ruin in the perturbed compound Poisson risk process under interest force
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+Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
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+The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy
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+A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy
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+The perturbed Sparre Andersen model with a threshold dividend strategy
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+On the probability of ruin in the presence of a linear dividend barrier
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+The Time Value of Ruin in a Sparre Andersen Model
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+On a class of renewal risk models with a constant dividend barrier
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+The compound Poisson risk model with a threshold dividend strategy
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+Analysis of a defective renewal equation arising in ruin theory
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+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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+On the absolute ruin problem in a Sparre Andersen risk model with constant interest
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+Optimal choice of dividend barriers for a risk process with stochastic return on investments
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+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
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+The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
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+The Compound Poisson Risk Model with Interest and a Threshold Strategy
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+The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
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+Publication:2516383