Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2009.12.007
@@ Property / DOI: 10.1016/j.insmatheco.2009.12.007 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2009.12.007
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@@ Property / OpenAlex ID @@
+W2022706145
@@ Property / OpenAlex ID: W2022706145 / rank @@
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@@ Property / cites work @@
+A risk model with paying dividends and random environment
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@@ Property / cites work @@
+Q2801354
@@ Property / cites work: Q2801354 / rank @@
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@@ Property / cites work @@
+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
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+On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier
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+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
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+On a generalization of the expected discounted penalty function in a discrete-time insurance risk model
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+On a class of discrete time renewal risk models
@@ Property / cites work: On a class of discrete time renewal risk models / rank @@
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@@ Property / cites work @@
+On a class of renewal risk models with a constant dividend barrier
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+Ruin probabilities allowing for delay in claims settlement
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@@ Property / cites work @@
+The compound binomial risk model with time-correlated claims
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@@ Property / cites work @@
+Ruin probabilities for time-correlated claims in the compound binomial model.
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@@ Property / cites work @@
+On Ultimate Ruin in a Delayed-Claims Risk Model
@@ Property / cites work: On Ultimate Ruin in a Delayed-Claims Risk Model / rank @@
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@@ Property / cites work @@
+On a Classical Risk Model with a Constant Dividend Barrier
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2009.12.007
@@ Property / DOI: 10.1016/J.INSMATHECO.2009.12.007 / rank @@
+Normal rank