Pages that link to "Item:Q1017771"
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The following pages link to The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771):
Displayed 26 items.
- The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (Q254739) (← links)
- On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
- On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
- Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
- The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
- Analysis of risk models using a level crossing technique (Q654805) (← links)
- Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
- On the Markov-modulated insurance risk model with tax (Q977310) (← links)
- The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
- Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
- The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
- On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
- Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
- Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
- Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- A Markov Additive Risk Process with a Dividend Barrier (Q2837755) (← links)
- On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (Q5145602) (← links)
- (Q5156824) (← links)
- A Risk Process with Delayed Claims and Constant Dividend Barrier (Q5380533) (← links)
- Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds (Q5746995) (← links)
- Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)