The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290): Difference between revisions

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+Q5637709
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
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+On the discounted distribution functions of the surplus process perturbed by diffusion.
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+The joint density function of three characteristics on jump-diffusion risk process.
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+Some Optimal Dividends Problems
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+On the probability of ruin in the presence of a linear dividend barrier
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+Optimal Dividends
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+On a class of renewal risk models with a constant dividend barrier
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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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+Optimal dividends in the dual model
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+Some distributions for classical risk process that is perturbed by diffusion
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+A decomposition of the ruin probability for the risk process perturbed by diffusion
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+Stationary distributions for fluid flow models with or without brownian noise
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