Pages that link to "Item:Q5745200"
From MaRDI portal
The following pages link to ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200):
Displayed 15 items.
- Modeling the effect of spending on cyber security by using surplus process (Q782257) (← links)
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- More for less insurance model: an alternative to (re)insurance (Q2096393) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← 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)
- Delayed capital injections for a risk process with Markovian arrivals (Q2241638) (← links)
- Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
- On a dividend problem with random funding (Q2304004) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention (Q6098945) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
- Optimal singular dividend control with capital injection and affine penalty payment at ruin (Q6163063) (← links)
