The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342): Difference between revisions

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-.1007/s11009-014-9414-7
@@ Property / DOI: 10.1007/s11009-014-9414-7 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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+K20
@@ Property / Mathematics Subject Classification ID: 60K20 / rank @@
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@@ Property / zbMATH DE Number @@
+6590023
@@ Property / zbMATH DE Number: 6590023 / rank @@
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@@ Property / zbMATH Keywords @@
+Markov additive process
@@ Property / zbMATH Keywords: Markov additive process / rank @@
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@@ Property / zbMATH Keywords @@
+barrier strategy
@@ Property / zbMATH Keywords: barrier strategy / rank @@
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@@ Property / zbMATH Keywords @@
+inter-dividend-decision times
@@ Property / zbMATH Keywords: inter-dividend-decision times / rank @@
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@@ Property / zbMATH Keywords @@
+Gerber-Shiu function
@@ Property / zbMATH Keywords: Gerber-Shiu function / rank @@
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@@ Property / zbMATH Keywords @@
+dividends
@@ Property / zbMATH Keywords: dividends / rank @@
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@@ Property / zbMATH Keywords @@
+Markov renewal equation
@@ Property / zbMATH Keywords: Markov renewal equation / rank @@
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@@ Property / zbMATH Keywords @@
+Erlangization
@@ Property / zbMATH Keywords: Erlangization / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2025084271
@@ Property / OpenAlex ID: W2025084271 / rank @@
+Normal rank
@@ Property / cites work @@
+On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
+Normal rank
@@ Property / cites work @@
+Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
+Normal rank
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+Randomized observation periods for the compound Poisson risk model: Dividends
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
+Normal rank
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+Risk theory in a Markovian environment
@@ Property / cites work: Risk theory in a Markovian environment / rank @@
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+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
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+Q3560912
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+Erlangian Approximations for Finite-Horizon Ruin Probabilities
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+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
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+Risk processes analyzed as fluid queues
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+Analysis of a threshold dividend strategy for a MAP risk model
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+Perturbed MAP Risk Models with Dividend Barrier Strategies
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+Markov renewal theory
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+On the Time Value of Ruin
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+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
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+Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
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+Erlangian approximation to finite time ruin probabilities in perturbed risk models
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+On a risk model with randomized dividend-decision times
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@@ Property / DOI @@
+.1007/S11009-014-9414-7
@@ Property / DOI: 10.1007/S11009-014-9414-7 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:292342