Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476): Difference between revisions

@@ Property / DOI @@
-.1002/asmb.722
@@ Property / DOI: 10.1002/asmb.722 / rank @@
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@@ Property / author @@
-Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
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@@ Property / author @@
+Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1002/asmb.722
@@ Property / full work available at URL: https://doi.org/10.1002/asmb.722 / rank @@
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@@ Property / OpenAlex ID @@
+W4255810333
@@ Property / OpenAlex ID: W4255810333 / rank @@
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@@ Property / cites work @@
+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin estimation for a general insurance risk model
+Normal rank
@@ Property / cites work @@
+The effect of interest on negative surplus
@@ Property / cites work: The effect of interest on negative surplus / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the surplus of the D-E model prior to and at ruin
+Normal rank
@@ Property / cites work @@
+On the time value of absolute ruin with debit interest
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@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
+Normal rank
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+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank
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+The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
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+The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
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@@ Property / cites work @@
+Methods for estimating the optimal dividend barrier and the probability of ruin
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@@ Property / cites work @@
+On a risk model with debit interest and dividend payments
+Normal rank
@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
+Normal rank
@@ Property / cites work @@
+The adjustment function in ruin estimates under interest force
+Normal rank
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+On the distribution of surplus immediately after ruin under interest force
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function at ruin of a surplus process with interest.
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+Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
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+On a joint distribution for the risk process with constant interest force
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+Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
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@@ Property / cites work @@
+The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion
+Normal rank
@@ Property / DOI @@
+.1002/ASMB.722
@@ Property / DOI: 10.1002/ASMB.722 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3077476