ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2759369892
@@ Property / OpenAlex ID: W2759369892 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividend-payout in random discrete time
@@ Property / cites work: Optimal dividend-payout in random discrete time / rank @@
+Normal rank
@@ Property / cites work @@
+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
@@ Property / cites work @@
+Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
+Normal rank
@@ Property / cites work @@
+Exit identities for Lévy processes observed at Poisson arrival times
+Normal rank
@@ Property / cites work @@
+Erlangian Approximations for Finite-Horizon Ruin Probabilities
+Normal rank
@@ Property / cites work @@
+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
+Normal rank
@@ Property / cites work @@
+On optimal periodic dividend strategies in the dual model with diffusion
+Normal rank
@@ Property / cites work @@
+Q3589579
@@ Property / cites work: Q3589579 / rank @@
+Normal rank
@@ Property / cites work @@
+A unifying approach to the analysis of business with random gains
+Normal rank
@@ Property / cites work @@
+On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
+Normal rank
@@ Property / cites work @@
+Gerber-Shiu analysis of a risk model with capital injections
+Normal rank
@@ Property / cites work @@
+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Fitting combinations of exponentials to probability distributions
+Normal rank
@@ Property / cites work @@
+Minimising expected discounted capital injections by reinsurance in a classical risk model
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
+Normal rank
@@ Property / cites work @@
+Gerber-Shiu risk theory
@@ Property / cites work: Gerber-Shiu risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
+Normal rank
@@ Property / cites work @@
+On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
+Normal rank
@@ Property / cites work @@
+The finite time ruin probability in a risk model with capital injections
+Normal rank
@@ Property / cites work @@
+“On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998
+Normal rank
@@ Property / cites work @@
+The Erlangization method for Markovian fluid flows
+Normal rank
@@ Property / cites work @@
+Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
+Normal rank
@@ Property / cites work @@
+Erlangian approximation to finite time ruin probabilities in perturbed risk models
+Normal rank
@@ Property / cites work @@
+On a risk model with randomized dividend-decision times
+Normal rank
@@ Property / cites work @@
+The Markov additive risk process under an Erlangized dividend barrier strategy
+Normal rank
@@ Property / cites work @@
+Lévy insurance risk process with Poissonian taxation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5745200