The compound Poisson risk model with multiple thresholds (Q998276): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: A Risk Model with Multilayer Dividend Strategy / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5609896 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin estimation for a general insurance risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Time Value of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Optimal Dividend Strategies In The Compound Poisson Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On ruin for the Erlang \((n)\) risk process / rank
 
Normal rank
Property / cites work
 
Property / cites work: The compound Poisson risk model with a threshold dividend strategy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of a defective renewal equation arising in ruin theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. / rank
 
Normal rank
Property / cites work
 
Property / cites work: “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 / rank
 
Normal rank

Revision as of 00:04, 29 June 2024

scientific article
Language Label Description Also known as
English
The compound Poisson risk model with multiple thresholds
scientific article

    Statements

    The compound Poisson risk model with multiple thresholds (English)
    0 references
    0 references
    0 references
    28 January 2009
    0 references
    compound Poisson model
    0 references
    expected discounted penalty function
    0 references
    integro-differential equation
    0 references
    multiple threshold strategy
    0 references
    probability of ruin
    0 references

    Identifiers