On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967): Difference between revisions

@@ Property / cites work @@
+A ruin model with dependence between claim sizes and claim intervals
+Normal rank
@@ Property / cites work @@
+On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
+Normal rank
@@ Property / cites work @@
+On a risk model with dependence between interclaim arrivals and claim sizes
+Normal rank
@@ Property / cites work @@
+Analysis of ruin measures for the classical compound Poisson risk model with dependence
+Normal rank
@@ Property / cites work @@
+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
+Normal rank
@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Tolerance intervals for quantiles of bivariate risks and risk measurement
+Normal rank
@@ Property / cites work @@
+Asymptotic tail probabilities of sums of dependent subexponential random variables
+Normal rank
@@ Property / cites work @@
+Constant dividend barrier in a risk model with interclaim-dependent claim sizes
+Normal rank
@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+Normal rank
@@ Property / cites work @@
+The compound Poisson risk model with a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+The compound Poisson risk model with multiple thresholds
+Normal rank
@@ Property / cites work @@
+Analysis of a defective renewal equation arising in ruin theory
+Normal rank
@@ Property / cites work @@
+The Markovian regime-switching risk model with a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+On the compound Poisson risk model with dependence and a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+The impact on ruin probabilities of the association structure among financial risks
+Normal rank
@@ Property / cites work @@
+Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function for the compound Poisson risk model with delayed claims
+Normal rank
@@ Property / cites work @@
+On a risk model with random incomes and dependence between claim sizes and claim intervals
+Normal rank
@@ Property / cites work @@
+On a perturbed Sparre Andersen risk model with multi-layer dividend strategy
+Normal rank
@@ Property / cites work @@
+Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
+Normal rank
@@ Property / cites work @@
+A perturbed risk model with dependence between premium rates and claim sizes
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
+Normal rank