Pages that link to "Item:Q2015662"
From MaRDI portal
The following pages link to Dividend problems in the dual risk model (Q2015662):
Displaying 16 items.
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237) (← links)
- On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) (← links)
- On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204) (← links)
- Duality in ruin problems for ordered risk models (Q1697212) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Ruin and dividend measures in the renewal dual risk model (Q2152229) (← links)
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
- Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance (Q2356240) (← links)
- A delayed dual risk model (Q2976125) (← links)
- SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732) (← links)
- On dividends in the phase–type dual risk model (Q4577204) (← links)
- Asymptotic analysis for optimal dividends in a dual risk model (Q5044430) (← links)
- Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
- A dual risk model with additive and proportional gains: ruin probability and dividends (Q6159397) (← links)
