Pages that link to "Item:Q3077455"
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The following pages link to The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455):
Displaying 10 items.
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- On the renewal risk model under a threshold strategy (Q1026427) (← links)
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
- Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090) (← links)
- Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
- Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Stochastic transitions in the Schlögl reaction model with nonextensive statistical noise and Gaussian white noise (Q5242206) (← links)
