The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738): Difference between revisions

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+https://doi.org/10.1007/s11766-011-2279-4
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+W2045336496
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@@ Property / cites work @@
+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
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+On a risk model with dependence between interclaim arrivals and claim sizes
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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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+Ruin estimates for large claims
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+Optimal Dividends
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+Constant dividend barrier in a risk model with interclaim-dependent claim sizes
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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 a threshold dividend strategy
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+The compound Poisson risk model with multiple thresholds
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+Analysis of a defective renewal equation arising in ruin theory
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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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+Q4230625
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+Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
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+On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
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+The perturbed compound Poisson risk model with multi-layer dividend strategy
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