On the central management of risk networks (Q5233165): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W3122712066 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1506.08117 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5505898 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3560912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strategies for Dividend Distribution: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the optimal dividend problem for a spectrally negative Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3108752 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Two-Dimensional Risk Model with Proportional Reinsurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223075 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some results on ruin probabilities in a two-dimensional risk model. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5459902 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimising expected discounted capital injections by reinsurance in a classical risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Games of Economic Survival with Discrete- and Continuous-Income Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Chains of reinsurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation densities in solving exit problems for Markov additive processes and their reflections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividend strategies in a Cramér-Lundberg model with capital injections / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Theory of Scale Functions for Spectrally Negative Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3526631 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: De Finetti's optimal dividends problem with an affine penalty function at ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividend and issuance of equity policies in the presence of proportional costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: The queue with Poisson input and general service times, treated as a branching process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional limit theorems for processes pieced together from excursions / rank
 
Normal rank

Latest revision as of 10:36, 20 July 2024

scientific article; zbMATH DE number 7105398
Language Label Description Also known as
English
On the central management of risk networks
scientific article; zbMATH DE number 7105398

    Statements

    On the central management of risk networks (English)
    0 references
    0 references
    0 references
    16 September 2019
    0 references
    multidimensional risk process
    0 references
    Sparre Andersen process
    0 references
    Markov additive process
    0 references
    matrix exponential approximation
    0 references
    ruin probability
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references