Pages that link to "Item:Q1716923"
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The following pages link to A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923):
Displaying 9 items.
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
- Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
- Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
- A perturbed risk model with constant interest and periodic barrier dividend strategy (Q5082714) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
