A threshold-based risk process with a waiting period to pay dividends (Q1717028): Difference between revisions

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+Some formulae for a new type of path-dependent option
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+Erlangian Approximations for Finite-Horizon Ruin Probabilities
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+Algorithmic Analysis of the Sparre Andersen Model in Discrete Time
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+Strategies for Dividend Distribution: A Review
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+A note on the compound binomial model with randomized dividend strategy
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+Discounted probabilities and ruin theory in the compound binomial model
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+Brownian Excursions and Parisian Barrier Options
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+On the dual risk model with Parisian implementation delays in dividend payments
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+Ruin probabilities in the discrete time renewal risk model
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Dividend problem with Parisian delay for a spectrally negative Lévy risk process
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+Discrete time ruin probability with Parisian delay
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+The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options
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+On barrier strategy dividends with Parisian implementation delay for classical surplus processes
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+Some Optimal Dividends Problems
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+Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model
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+On the Time Value of Ruin
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+A risk model with paying dividends and random environment
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+Randomized dividends in the compound binomial model with a general premium rate
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+An insurance risk model with Parisian implementation delays
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+Parisian ruin for a refracted Lévy process
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+On a class of discrete time renewal risk models
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+Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
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+Parisian ruin probability for spectrally negative Lévy processes
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+Some applications of occupation times of Brownian motion with drift in mathematical finance
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+The compound binomial model with randomized decisions on paying dividends
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+Ruin probabilities in the compound binomial model
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+On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
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+A generalized penalty function for a class of discrete renewal processes
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+On the discounted penalty function in a discrete time renewal risk model with general interclaim times
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