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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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 45J05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+K10
@@ Property / Mathematics Subject Classification ID: 60K10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M05
@@ Property / Mathematics Subject Classification ID: 62M05 / rank @@
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@@ Property / zbMATH DE Number @@
+6595816
@@ Property / zbMATH DE Number: 6595816 / rank @@
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@@ Property / zbMATH Keywords @@
+Markov-dependent risk model
@@ Property / zbMATH Keywords: Markov-dependent risk model / rank @@
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@@ Property / zbMATH Keywords @@
+multi-layer dividend strategy
@@ Property / zbMATH Keywords: multi-layer dividend strategy / rank @@
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@@ Property / zbMATH Keywords @@
+integro-differential equation
@@ Property / zbMATH Keywords: integro-differential equation / rank @@
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@@ Property / zbMATH Keywords @@
+Gerber-Shiu function
@@ Property / zbMATH Keywords: Gerber-Shiu function / rank @@
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+Chebyshev polynomial approximation approach
@@ Property / zbMATH Keywords: Chebyshev polynomial approximation approach / 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 / full work available at URL @@
+https://doi.org/10.1016/j.amc.2014.12.016
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@@ Property / OpenAlex ID @@
+W2021160395
@@ Property / OpenAlex ID: W2021160395 / rank @@
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@@ Property / cites work @@
+A Chebyshev polynomial approach for linear Fredholm-Volterra integro-differential equations in the most general form
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@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
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@@ Property / cites work @@
+A Risk Model with Multilayer Dividend Strategy
@@ Property / cites work: A Risk Model with Multilayer Dividend Strategy / rank @@
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@@ Property / cites work @@
+Survival probabilities in a discrete semi-Markov risk model
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@@ Property / cites work @@
+Expected discounted dividends in a discrete semi-Markov risk model
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@@ Property / cites work @@
+A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy
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@@ Property / cites work @@
+On a perturbed MAP risk model under a threshold dividend strategy
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@@ Property / cites work @@
+Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model
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@@ Property / cites work @@
+Perturbed MAP Risk Models with Dividend Barrier Strategies
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@@ Property / cites work @@
+A method for numerical integration on an automatic computer
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process
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@@ Property / cites work @@
+Numerical method for a Markov-modulated risk model with two-sided jumps
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+The discounted penalty function with multi-layer dividend strategy in the phase-type risk model
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@@ Property / cites work @@
+On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier
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@@ 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 @@
+The compound Poisson risk model with multiple thresholds
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@@ Property / cites work @@
+On a risk model with dependence between claim sizes and claim intervals
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@@ Property / cites work @@
+The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times
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@@ Property / cites work @@
+Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims
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@@ Property / cites work @@
+Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
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@@ Property / cites work @@
+The perturbed compound Poisson risk model with multi-layer dividend strategy
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@@ Property / cites work @@
+On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
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@@ Property / cites work @@
+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 @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:298721