Pages that link to "Item:Q5019727"

The following pages link to Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727):

Displaying 13 items.

• Analysis of risk models using a level crossing technique (Q654805) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
• The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
• The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
• Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
• Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
• The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← 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)
• Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)