Dividend barrier strategy: proceed with caution (Q1640946): Difference between revisions

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+https://doi.org/10.1016/j.spl.2018.01.016
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+W2789015895
@@ Property / OpenAlex ID: W2789015895 / rank @@
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@@ Property / cites work @@
+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
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+Dividend problem with Parisian delay for a spectrally negative Lévy risk process
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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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@@ Property / cites work @@
+Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
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+Q5624436
@@ Property / cites work: Q5624436 / rank @@
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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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+Parisian ruin probability for spectrally negative Lévy processes
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