On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607): Difference between revisions

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+A note on moments of dividends
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+Normal rank
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+Q2895133
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Perturbed MAP Risk Models with Dividend Barrier Strategies
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+Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+The perturbed Sparre Andersen model with a threshold dividend strategy
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+Constant dividend barrier in a risk model with interclaim-dependent claim sizes
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+The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
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+Asymptotics in a time-dependent renewal risk model with stochastic return
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+On the expectations of the present values of the time of ruin perturbed by diffusion.
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+On the moments of the surplus process perturbed by diffusion.
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+Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models
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+Exit problems for jump processes with applications to dividend problems
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+Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
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+On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
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+A perturbed risk model with dependence between premium rates and claim sizes
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