Ruin-related problems in the dual risk model under two different randomized observations (Q6164702): Difference between revisions

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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
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+Optimal dividends in the dual model
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+On optimal periodic dividend strategies in the dual model with diffusion
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+A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
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+Periodic threshold-type dividend strategy in the compound Poisson risk model
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+Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
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+On the threshold dividend strategy for a generalized jump-diffusion risk model
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+On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
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+Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin
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+Optimal dividends with incomplete information in the dual model
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+Aspects of risk theory
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+Some ruin problems for the MAP risk model
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+The expected discounted penalty function: from infinite time to finite time
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+On the dual risk model with diffusion under a mixed dividend strategy
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+On a dual model with a dividend threshold
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+Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps
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+Dividend problems in the dual risk model with exponentially distributed observation time
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+Q5592832
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+Q5512633
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+On the expected discounted penalty function for risk process with tax
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+Statistical estimation for some dividend problems under the compound Poisson risk model
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+ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
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+On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income
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+The absolute ruin insurance risk model with a threshold dividend 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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+On a risk model with randomized dividend-decision times
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+Expected present value of total dividends in a compound binomial model with delayed claims and random income
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+On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
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