Dividend barrier strategy: proceed with caution (Q1640946): Difference between revisions

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+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
+Normal rank
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+Dividend problem with Parisian delay for a spectrally negative Lévy risk process
+Normal rank
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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 @@
+Normal rank
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+Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
+Normal rank
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+Q5624436
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+Normal rank
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+On a class of renewal risk models with a constant dividend barrier
+Normal rank
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+The compound Poisson risk model with a threshold dividend strategy
+Normal rank
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+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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+Parisian ruin probability for spectrally negative Lévy processes
+Normal rank