Markov-dependent risk model with multi-layer dividend strategy (Q298721): Difference between revisions

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-.1016/j.amc.2014.12.016
@@ Property / DOI: 10.1016/j.amc.2014.12.016 / rank @@
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+A Chebyshev polynomial approach for linear Fredholm-Volterra integro-differential equations in the most general form
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+On the discounted penalty function in a Markov-dependent risk model
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+A Risk Model with Multilayer Dividend Strategy
@@ Property / cites work: A Risk Model with Multilayer Dividend Strategy / rank @@
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+Survival probabilities in a discrete semi-Markov risk model
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+Expected discounted dividends in a discrete semi-Markov risk model
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+A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy
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+On a perturbed MAP risk model under a threshold dividend strategy
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+Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model
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+Perturbed MAP Risk Models with Dividend Barrier Strategies
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+A method for numerical integration on an automatic computer
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+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
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+A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process
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+Numerical method for a Markov-modulated risk model with two-sided jumps
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+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
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+The discounted penalty function with multi-layer dividend strategy in the phase-type risk model
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+On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier
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+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
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+The compound Poisson risk model with multiple thresholds
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+On a risk model with dependence between claim sizes and claim intervals
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+The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times
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+Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims
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+Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
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+The perturbed compound Poisson risk model with multi-layer dividend strategy
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+On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
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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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@@ Property / DOI @@
+.1016/J.AMC.2014.12.016
@@ Property / DOI: 10.1016/J.AMC.2014.12.016 / rank @@
+Normal rank