A delayed dual risk model (Q2976125): Difference between revisions

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+Dividend problems in the dual risk model
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+Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
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+On the dual risk model with tax payments
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+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
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+Optimal dividends in the dual model
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+Optimizing venture capital investments in a jump diffusion model
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+Delay in claim settlement
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+Normal rank
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+A unifying approach to the analysis of business with random gains
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+Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
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+Explosive Poisson shot noise processes with applications to risk reserves
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+Analysis of a defective renewal equation arising in ruin theory
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+Asymptotic results for perturbed risk processes with delayed claims
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+Letter to the Editor—The Output of an <i>M</i>/<i>G</i>/∞ Queuing System is Poisson
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+On a dual model with a dividend threshold
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+On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains
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+On the Ruin Problem of Collective Risk Theory
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+SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL
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+Ruin problems under IBNR dynamics
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+Ruin probabilities allowing for delay in claims settlement
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+The ruin time under the Sparre Andersen dual model
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+On Ultimate Ruin in a Delayed-Claims Risk Model
@@ Property / cites work: On Ultimate Ruin in a Delayed-Claims Risk Model / rank @@
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