Analysis of a threshold dividend strategy for a MAP risk model (Q3608224): Difference between revisions

@@ Property / cites work @@
+Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
+Normal rank
@@ Property / cites work @@
+Efficient algorithms for transient analysis of stochastic fluid flow models
+Normal rank
@@ Property / cites work @@
+Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments
+Normal rank
@@ Property / cites work @@
+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
+Normal rank
@@ Property / cites work @@
+On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
+Normal rank
@@ Property / cites work @@
+Risk processes analyzed as fluid queues
@@ Property / cites work: Risk processes analyzed as fluid queues / rank @@
+Normal rank
@@ Property / cites work @@
+The surplus prior to ruin and the deficit at ruin for a correlated risk process
+Normal rank
@@ Property / cites work @@
+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
+Normal rank
@@ Property / cites work @@
+The expected time to ruin in a risk process with constant barrier via martingales
+Normal rank
@@ Property / cites work @@
+Introduction to Matrix Analytic Methods in Stochastic Modeling
+Normal rank
@@ Property / cites work @@
+On a class of renewal risk models with a constant dividend barrier
+Normal rank
@@ Property / cites work @@
+The compound Poisson risk model with a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
+Normal rank
@@ Property / cites work @@
+Q4692768
@@ Property / cites work: Q4692768 / rank @@
+Normal rank
@@ Property / cites work @@
+Passage times in fluid models with application to risk processes
+Normal rank