The compound Pascal model with dividends paid under random interest (Q449394): Difference between revisions

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+https://doi.org/10.1016/j.spl.2012.03.037
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+W1991071459
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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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+Ruin probabilities with a Markov chain interest model
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+The expected time to ruin in a risk process with constant barrier via martingales
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+On the probability of ruin in the presence of a linear dividend barrier
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+On a class of renewal risk models with a constant dividend barrier
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+The compound Poisson risk model with a threshold dividend strategy
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+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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+A process with stochastic claim frequency and a linear dividend barrier
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+The compound binomial model with randomized decisions on paying dividends
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