Pages that link to "Item:Q1950713"
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The following pages link to Dividend problems in the dual risk model with exponentially distributed observation time (Q1950713):
Displaying 7 items.
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
- Dividend problems in the dual model with diffusion and exponentially distributed observation time (Q2452891) (← links)
- A perturbed risk model with constant interest and periodic barrier dividend strategy (Q5082714) (← links)
- Optimal dividend strategy for the dual model with surplus-dependent expense (Q5875242) (← links)
- A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)