Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224): Difference between revisions

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+Risk theory with a nonlinear dividend barrier
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+Normal rank
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+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
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+On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
+Normal rank
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+The optimal dividend barrier in the gamma-omega model
+Normal rank
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy
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+Q5637709
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+On the Time Value of Ruin
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+Normal rank
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+On optimal dividends: from reflection to refraction
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+The Omega model: from bankruptcy to occupation times in the red
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+First passage times of a jump diffusion process
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+Normal rank
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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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+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
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+The perturbed Sparre Andersen model with interest and a threshold dividend strategy
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+The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
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