Pages that link to "Item:Q2190324"
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The following pages link to On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324):
Displaying 22 items.
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- Pricing of margin call stock loan based on the FMLS (Q779532) (← links)
- Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach (Q2168629) (← links)
- Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
- On a discrete Markov-modulated risk model with random premium income and delayed claims (Q2209646) (← links)
- Some properties of bifractional Bessel processes driven by bifractional Brownian motion (Q2209684) (← links)
- Compound binomial model with batch Markovian arrival process (Q2216991) (← links)
- Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics (Q5044106) (← links)
- Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model (Q5093696) (← links)
- On a discrete interaction risk model with delayed claims and randomized dividends (Q5093709) (← links)
- (Q5096721) (← links)
- On the ruin probabilities for a general perturbed renewal risk process (Q6116895) (← links)
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
- Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)
- A Lévy risk model with ratcheting dividend strategy and historic high-related stopping (Q6534551) (← links)
- On periodic dividends for the classical risk model with debit interest (Q6534576) (← links)
- Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
- Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)
- Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails (Q6534696) (← links)
- Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation (Q6534849) (← links)
