A Risk Model with Multilayer Dividend Strategy (Q5019726): Difference between revisions

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+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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+On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
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+Ruin probabilities via local adjustment coefficients
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
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+Some Optimal Dividends Problems
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+Q5588331
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+A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
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+On the Time Value of Ruin
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+Optimal Dividends
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+Q5488426
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+The compound Poisson risk model with a threshold dividend strategy
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+Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve
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+When does surplus reach a certain level before ruin?
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+On a Classical Risk Model with a Constant Dividend Barrier
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