Pages that link to "Item:Q1423339"

The following pages link to The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339):

Displaying 50 items.

• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy (Q377933) (← links)
• The compound Pascal model with dividends paid under random interest (Q449394) (← links)
• Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
• The perturbed compound Poisson risk model with linear dividend barrier (Q629492) (← links)
• Analysis of risk models using a level crossing technique (Q654805) (← links)
• The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
• On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
• An elementary approach to discrete models of dividend strategies (Q659189) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
• Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
• Obtaining the dividends-penalty identities by interpretation (Q661238) (← links)
• Absolute ruin in the compound Poisson risk model with constant dividend barrier (Q730714) (← links)
• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
• On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
• A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
• The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
• Expected discounted penalty function of Erlang(2) risk model with constant interest (Q854558) (← links)
• Some results behind dividend problems (Q861422) (← links)
• The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
• A note on a class of delayed renewal risk processes (Q868319) (← links)
• Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← links)
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
• Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier (Q893334) (← links)
• On a risk model with claim investigation (Q896741) (← links)
• The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy (Q900947) (← links)
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
• Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
• Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) (← links)
• The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
• On a risk model with debit interest and dividend payments (Q951191) (← links)
• On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
• A class of delayed renewal risk processes with a threshold dividend strategy (Q966537) (← links)
• The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory (Q967287) (← links)
• A note on the compound binomial model with randomized dividend strategy (Q990672) (← links)
• On the discounted penalty function in the renewal risk model with general interclaim times (Q997079) (← links)
• Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
• The compound Poisson risk model with multiple thresholds (Q998276) (← links)
• A risk model with paying dividends and random environment (Q998288) (← links)
• The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
• On the renewal risk model under a threshold strategy (Q1026427) (← links)
• The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
• Dividend barrier strategy: proceed with caution (Q1640946) (← links)
• Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)