Pages that link to "Item:Q5019726"

The following pages link to A Risk Model with Multilayer Dividend Strategy (Q5019726):

Displaying 24 items.

• Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
• The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
• The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy (Q452872) (← links)
• On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
• On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
• The compound Poisson risk model with multiple thresholds (Q998276) (← links)
• The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
• The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
• On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
• The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
• On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
• An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Optimal dividend policies for piecewise-deterministic compound Poisson risk models (Q4576905) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model (Q5022525) (← links)
• Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles (Q5379197) (← links)
• A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832) (← links)