On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324): Difference between revisions

@@ Property / cites work @@
+Optimal dividend-payout in random discrete time
@@ Property / cites work: Optimal dividend-payout in random discrete time / rank @@
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: Dividends
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
+Normal rank
@@ Property / cites work @@
+Erlangian Approximations for Finite-Horizon Ruin Probabilities
+Normal rank
@@ Property / cites work @@
+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
+Normal rank
@@ Property / cites work @@
+On optimal periodic dividend strategies in the dual model with diffusion
+Normal rank
@@ Property / cites work @@
+Optimal dividends under Erlang(2) inter-dividend decision times
+Normal rank
@@ Property / cites work @@
+Periodic threshold-type dividend strategy in the compound Poisson risk model
+Normal rank
@@ Property / cites work @@
+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
@@ Property / cites work @@
+Spectrally negative Lévy risk model under Erlangized barrier strategy
+Normal rank
@@ Property / cites work @@
+Risk theory for the compound Poisson process that is perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+The perturbed Sparre Andersen model with a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+Q5637709
@@ Property / cites work: Q5637709 / rank @@
+Normal rank
@@ Property / cites work @@
+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Fluctuations of Lévy processes with applications. Introductory lectures
+Normal rank
@@ Property / cites work @@
+Poissonian potential measures for Lévy risk models
+Normal rank
@@ Property / cites work @@
+The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+Normal rank
@@ Property / cites work @@
+The compound Poisson risk model with a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
+Normal rank
@@ Property / cites work @@
+Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion
+Normal rank
@@ Property / cites work @@
+A generalized defective renewal equation for the surplus process perturbed by diffusion.
+Normal rank
@@ Property / cites work @@
+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+The perturbed compound Poisson risk model with multi-layer dividend strategy
+Normal rank
@@ Property / cites work @@
+Exit problems for jump processes with applications to dividend problems
+Normal rank
@@ Property / cites work @@
+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
+Normal rank
@@ Property / cites work @@
+ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
+Normal rank
@@ Property / cites work @@
+On a risk model with randomized dividend-decision times
+Normal rank
@@ Property / cites work @@
+Estimating the Gerber–Shiu function by Fourier–Sinc series expansion
+Normal rank
@@ Property / cites work @@
+The Markov additive risk process under an Erlangized dividend barrier strategy
+Normal rank
@@ Property / cites work @@
+A note on a Lévy insurance risk model under periodic dividend decisions
+Normal rank
@@ Property / cites work @@
+Lévy insurance risk process with Poissonian taxation
+Normal rank
@@ Property / cites work @@
+ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS
+Normal rank
@@ Property / cites work @@
+Moments of discounted dividend payments in a risk model with randomized dividend-decision times
+Normal rank
@@ Property / cites work @@
+Optimal dividends and capital injections for a spectrally positive Lévy process
+Normal rank