Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224): Difference between revisions

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-.1007/s11009-020-09844-4
@@ Property / DOI: 10.1007/s11009-020-09844-4 / rank @@
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+Jing-Min He
@@ Property / author: Jing-Min He / rank @@
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@@ Property / author @@
+Bingbing Wang
@@ Property / author: Bingbing Wang / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-020-09844-4
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@@ Property / OpenAlex ID @@
+W3128427529
@@ Property / OpenAlex ID: W3128427529 / rank @@
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@@ Property / cites work @@
+Risk theory with a nonlinear dividend barrier
@@ Property / cites work: Risk theory with a nonlinear dividend barrier / rank @@
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@@ Property / cites work @@
+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
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+On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
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+The optimal dividend barrier in the gamma-omega model
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy
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@@ Property / cites work @@
+Q5637709
@@ Property / cites work: Q5637709 / rank @@
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@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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@@ Property / cites work @@
+On Optimal Dividend Strategies In The Compound Poisson Model
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+On optimal dividends: from reflection to refraction
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+The Omega model: from bankruptcy to occupation times in the red
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+First passage times of a jump diffusion process
@@ Property / cites work: First passage times of a jump diffusion process / rank @@
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@@ Property / cites work @@
+Constant dividend barrier in a risk model with interclaim-dependent claim sizes
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@@ Property / cites work @@
+The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
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@@ Property / cites work @@
+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
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@@ Property / cites work @@
+The perturbed Sparre Andersen model with interest and a threshold dividend strategy
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@@ Property / cites work @@
+The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
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@@ Property / DOI @@
+.1007/S11009-020-09844-4
@@ Property / DOI: 10.1007/S11009-020-09844-4 / rank @@
+Normal rank