Pages that link to "Item:Q645431"

The following pages link to Optimality of the threshold dividend strategy for the compound Poisson model (Q645431):

Displaying 41 items.

• Optimal dividend strategy in compound binomial model with bounded dividend rates (Q477522) (← links)
• The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory (Q776143) (← links)
• Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise (Q776148) (← links)
• Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique (Q1654319) (← links)
• Recursive parameter estimation algorithm for multivariate output-error systems (Q1661829) (← links)
• State space model identification of multirate processes with time-delay using the expectation maximization (Q1717533) (← links)
• Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems (Q1797200) (← links)
• Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique (Q1797205) (← links)
• Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise (Q2087500) (← links)
• Multi-innovation gradient estimation algorithms and convergence analysis for feedback nonlinear equation-error moving average systems (Q2096137) (← links)
• On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
• Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems (Q2181393) (← links)
• A recursive parameter estimation algorithm for modeling signals with multi-frequencies (Q2193644) (← links)
• Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498) (← links)
• An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates (Q2252188) (← links)
• Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model (Q2293618) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
• Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
• Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise (Q5000698) (← links)
• Separable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systems (Q5003429) (← links)
• Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses (Q5025821) (← links)
• Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems (Q5026619) (← links)
• Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises (Q5026778) (← links)
• Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise (Q5027843) (← links)
• Highly computationally efficient state filter based on the delta operator (Q5240975) (← links)
• Instrumental variable‐based multi‐innovation gradient estimation for nonlinear systems with scarce measurements (Q6054508) (← links)
• Auxiliary model‐based recursive least squares algorithm for two‐input single‐output Hammerstein output‐error moving average systems by using the hierarchical identification principle (Q6069288) (← links)
• The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise (Q6073603) (← links)
• Maximum likelihood least squares‐based iterative methods for output‐error bilinear‐parameter models with colored noises (Q6078915) (← links)
• Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory (Q6082923) (← links)
• Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data (Q6099491) (← links)
• Separable synthesis gradient estimation methods and convergence analysis for multivariable systems (Q6099494) (← links)
• Recursive identification of errors-in-variables systems based on the correlation analysis (Q6135540) (← links)
• Parameter estimation for a class of time‐varying systems with the invariant matrix (Q6149782) (← links)
• Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea (Q6193184) (← links)
• Multi‐innovation gradient‐based iterative identification methods for feedback nonlinear systems by using the decomposition technique (Q6194657) (← links)
• Maximum likelihood-based adaptive differential evolution identification algorithm for multivariable systems in the state-space form (Q6493450) (← links)
• Parameter estimation for time-delay systems based on the frequency responses and harmonic balance methods (Q6493459) (← links)
• Hierarchical recursive signal modeling for multifrequency signals based on discrete measured data (Q6493659) (← links)