Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877): Difference between revisions

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+A \(P_{\lambda}^M\)-policy for an \(M/G/1\) queueing system
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+Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+A note on generalized hyperexponential distributions
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+Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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+On the expected discounted penalty functions for two classes of risk processes
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+The distribution of the content of finite dams
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+Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility
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+The joint density function of three characteristics on jump-diffusion risk process.
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