Pages that link to "Item:Q2333751"
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The following pages link to The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751):
Displayed 7 items.
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← 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)
- On a discrete interaction risk model with delayed claims and randomized dividends (Q5093709) (← links)
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
- Ruin-related problems in the dual risk model under two different randomized observations (Q6164702) (← links)