Pages that link to "Item:Q2015475"
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The following pages link to A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475):
Displaying 11 items.
- Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
- Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
- A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- Dividends under threshold dividend strategy with randomized observation periods and capital-exchange agreement (Q2332731) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- Optimal financing and dividend policy with Markovian switching regimes (Q2978980) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
- The perturbed compound Poisson risk model with proportional investment (Q6178516) (← links)
