The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987): Difference between revisions

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+https://doi.org/10.1007/s10255-013-0200-z
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+W1969380685
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@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
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+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
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+Q4379506
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+Controlled diffusion models for optimal dividend pay-out
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+Some Optimal Dividends Problems
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+The perturbed Sparre Andersen model with a threshold dividend strategy
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+The Gerber-Shiu penalty functions for two classes of renewal risk processes
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+Q3571299
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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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+The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times
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+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
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