A threshold-based risk process with a waiting period to pay dividends (Q1717028): Difference between revisions

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-.3934/jimo.2018005
@@ Property / DOI: 10.3934/jimo.2018005 / rank @@
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+https://doi.org/10.3934/jimo.2018005
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+W2790627493
@@ Property / OpenAlex ID: W2790627493 / rank @@
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@@ Property / cites work @@
+Some formulae for a new type of path-dependent option
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+Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
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+Parisian ruin probability for spectrally negative Lévy processes
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+Some applications of occupation times of Brownian motion with drift in mathematical finance
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+The compound binomial model with randomized decisions on paying dividends
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+Ruin probabilities in the compound binomial model
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+On the discounted penalty function in a discrete time renewal risk model with general interclaim times
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@@ Property / DOI @@
+.3934/JIMO.2018005
@@ Property / DOI: 10.3934/JIMO.2018005 / rank @@
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