Pages that link to "Item:Q2581777"
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The following pages link to The expected time to ruin in a risk process with constant barrier via martingales (Q2581777):
Displayed 18 items.
- A make-to-stock production/inventory model with MAP arrivals and phase-type demands (Q333095) (← links)
- The compound Pascal model with dividends paid under random interest (Q449394) (← links)
- Analysis of risk models using a level crossing technique (Q654805) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- Optimal reinsurance with a rescuing procedure (Q659241) (← links)
- Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
- The win-first probability under interest force (Q817279) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- A risk model with paying dividends and random environment (Q998288) (← links)
- Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
- Martingales associated with functions of Markov and finite variation processes (Q2146384) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
- On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier (Q3367734) (← links)
- Analysis of a threshold dividend strategy for a MAP risk model (Q3608224) (← links)
- On the analysis of a multi-threshold Markovian risk model (Q3608225) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)