Pages that link to "Item:Q3590742"

The following pages link to On the time value of absolute ruin with debit interest (Q3590742):

Displaying 40 items.

• Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
• Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
• On the time value of absolute ruin with tax (Q659184) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• Absolute ruin in the compound Poisson risk model with constant dividend barrier (Q730714) (← links)
• Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
• On a risk model with debit interest and dividend payments (Q951191) (← links)
• The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
• Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves (Q1796728) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
• Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
• Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
• On the classical risk model with credit and debit interests under absolute ruin (Q2267624) (← links)
• Ruin probabilities under capital constraints (Q2273995) (← links)
• On absolute ruin minimization under a diffusion approximation model (Q2276211) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
• Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
• The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
• Extended Gerber-Shiu functions in a risk model with interest (Q2347117) (← links)
• On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823) (← links)
• On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
• On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385) (← links)
• On a multi-threshold compound Poisson surplus process with interest (Q2866279) (← links)
• Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
• Absolute ruin problems for the risk processes with interest and a constant dividend barrier (Q2887503) (← links)
• Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) (← links)
• On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
• Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
• Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest (Q3535639) (← links)
• Insurance with borrowing: first- and second-order approximations (Q3558942) (← links)
• The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
• Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
• Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (Q5019754) (← links)
• Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735) (← links)
• ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST (Q5207935) (← links)
• On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)