Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711): Difference between revisions

@@ Property / author @@
-Chao-Lin Liu
@@ Property / author: Chao-Lin Liu / rank @@
-Normal rank
@@ Property / author @@
+Chao-Lin Liu
@@ Property / author: Chao-Lin Liu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11464-016-0609-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2552187280
@@ Property / OpenAlex ID: W2552187280 / rank @@
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: Dividends
+Normal rank
@@ Property / cites work @@
+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
+Normal rank
@@ Property / cites work @@
+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
+Normal rank
@@ Property / cites work @@
+On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
+Normal rank
@@ Property / cites work @@
+Q5637709
@@ Property / cites work: Q5637709 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
+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 @@
+On a class of renewal risk models with a constant dividend barrier
+Normal rank
@@ Property / cites work @@
+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
+Normal rank
@@ Property / cites work @@
+On the discounted distribution functions of the surplus process perturbed by diffusion.
+Normal rank
@@ Property / cites work @@
+On the expectations of the present values of the time of ruin perturbed by diffusion.
+Normal rank
@@ Property / cites work @@
+A generalized defective renewal equation for the surplus process perturbed by diffusion.
+Normal rank
@@ Property / cites work @@
+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
+Normal rank
@@ Property / cites work @@
+ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
+Normal rank
@@ Property / cites work @@
+On a risk model with randomized dividend-decision times
+Normal rank
@@ Property / cites work @@
+The Markov additive risk process under an Erlangized dividend barrier strategy
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1692711