Pages that link to "Item:Q2868615"

The following pages link to Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615):

Displaying 50 items.

• Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
• On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues (Q492102) (← links)
• On optimal dividends with exponential and linear penalty payments (Q506101) (← links)
• Ornstein-Uhlenback type Omega model (Q528231) (← links)
• Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
• Asymptotics of the maximum of Brownian motion under Erlangian sampling (Q740461) (← links)
• Exit identities for diffusion processes observed at Poisson arrival times (Q777097) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• On the distribution of cumulative Parisian ruin (Q1681195) (← 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)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
• Poissonian potential measures for Lévy risk models (Q1799648) (← links)
• The Omega model: from bankruptcy to occupation times in the red (Q1936471) (← links)
• On the distribution of classic and some exotic ruin times (Q2010893) (← links)
• A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• On the randomized Schmitter problem (Q2152226) (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
• Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
• Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
• A risk model with varying premiums: its risk management implications (Q2260944) (← links)
• Dividends under threshold dividend strategy with randomized observation periods and capital-exchange agreement (Q2332731) (← links)
• Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110) (← links)
• A periodic dividend problem with inconstant barrier in Markovian environment (Q2355462) (← links)
• On a risk model with randomized dividend-decision times (Q2438420) (← links)
• Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
• On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
• On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
• Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Detecting changes in a Poisson process monitored at random time intervals (Q2830723) (← links)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• A temporal approach to the Parisian risk model (Q4684940) (← links)
• LOG-CONCAVITY OF COMPOUND DISTRIBUTIONS WITH APPLICATIONS IN OPERATIONAL AND ACTUARIAL MODELS (Q5051903) (← links)
• Discounted probability of exponential parisian ruin: Diffusion approximation (Q5067209) (← links)
• A perturbed risk model with constant interest and periodic barrier dividend strategy (Q5082714) (← links)
• Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
• On the time spent in the red by a refracted L\'evy risk process (Q5176527) (← links)
• A QUEUEING MODEL WITH RANDOMIZED DEPLETION OF INVENTORY (Q5358104) (← links)
• The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)
• ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
• On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062) (← links)
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
• On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)