Pages that link to "Item:Q2438420"

The following pages link to On a risk model with randomized dividend-decision times (Q2438420):

Displaying 17 items.

• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• On a discrete risk model with delayed claims and a randomized dividend strategy (Q738487) (← links)
• Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• The compound Poisson risk model under a mixed dividend strategy (Q1740121) (← links)
• Poissonian potential measures for Lévy risk models (Q1799648) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
• Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
• On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• A perturbed risk model with constant interest and periodic barrier dividend strategy (Q5082714) (← links)
• ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)