On the central management of risk networks (Q5233165): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3122712066
@@ Property / OpenAlex ID: W3122712066 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.08117
@@ Property / arXiv ID: 1506.08117 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5505898
@@ Property / cites work: Q5505898 / rank @@
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Strategies for Dividend Distribution: A Review
@@ Property / cites work: Strategies for Dividend Distribution: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
+Normal rank
@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
+Normal rank
@@ Property / cites work @@
+Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
+Normal rank
@@ Property / cites work @@
+Q3108752
@@ Property / cites work: Q3108752 / rank @@
+Normal rank
@@ Property / cites work @@
+On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
+Normal rank
@@ Property / cites work @@
+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
+Normal rank
@@ Property / cites work @@
+A Two-Dimensional Risk Model with Proportional Reinsurance
+Normal rank
@@ Property / cites work @@
+Q4223075
@@ Property / cites work: Q4223075 / rank @@
+Normal rank
@@ Property / cites work @@
+Some results on ruin probabilities in a two-dimensional risk model.
+Normal rank
@@ Property / cites work @@
+Q5459902
@@ Property / cites work: Q5459902 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+Minimising expected discounted capital injections by reinsurance in a classical risk model
+Normal rank
@@ Property / cites work @@
+Games of Economic Survival with Discrete- and Continuous-Income Processes
+Normal rank
@@ Property / cites work @@
+Chains of reinsurance
@@ Property / cites work: Chains of reinsurance / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation densities in solving exit problems for Markov additive processes and their reflections
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
+Normal rank
@@ Property / cites work @@
+The Theory of Scale Functions for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+Q3526631
@@ Property / cites work: Q3526631 / rank @@
+Normal rank
@@ Property / cites work @@
+Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues
+Normal rank
@@ Property / cites work @@
+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+De Finetti's optimal dividends problem with an affine penalty function at ruin
+Normal rank
@@ Property / cites work @@
+Optimal dividend and issuance of equity policies in the presence of proportional costs
+Normal rank
@@ Property / cites work @@
+The queue with Poisson input and general service times, treated as a branching process
+Normal rank
@@ Property / cites work @@
+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
+Normal rank
@@ Property / cites work @@
+Functional limit theorems for processes pieced together from excursions
+Normal rank