Pages that link to "Item:Q2267624"
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The following pages link to On the classical risk model with credit and debit interests under absolute ruin (Q2267624):
Displaying 6 items.
- Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves (Q1796728) (← links)
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
- The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
- On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)