The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404): Difference between revisions

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+On the discounted penalty function in a Markov-dependent risk model
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+A Risk Model with Multilayer Dividend Strategy
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+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
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+The Time Value of Ruin in a Sparre Andersen Model
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+The Gerber-Shiu penalty functions for two classes of renewal risk processes
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+A class of delayed renewal risk processes with a threshold dividend strategy
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+The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
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+The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
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+The compound Poisson risk model with a threshold dividend strategy
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+The compound Poisson risk model with multiple thresholds
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+The Markovian regime-switching risk model with a threshold dividend strategy
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+The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
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+The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times
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+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
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+Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
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