Pages that link to "Item:Q882477"

The following pages link to Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477):

Displaying 48 items.

• On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
• On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy (Q377933) (← links)
• On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
• On the Gerber-Shiu function for a risk model with multi-layer dividend strategy (Q419158) (← links)
• The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
• The perturbed compound Poisson risk model with linear dividend barrier (Q629492) (← links)
• On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
• A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
• The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
• The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
• Refracted Lévy processes (Q974766) (← links)
• A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
• On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
• The compound Poisson risk model under a mixed dividend strategy (Q1740121) (← links)
• The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987) (← links)
• A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475) (← links)
• Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
• On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
• Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090) (← links)
• On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
• The perturbed dual risk model with constant interest and a threshold dividend strategy (Q2319336) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate (Q2325320) (← links)
• The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
• A state dependent reinsurance model (Q2397864) (← links)
• Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
• An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
• (Q3576115) (← links)
• The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
• A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function (Q4684852) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← 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)
• (Q5156824) (← links)
• Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds (Q5746995) (← links)
• A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)
• The perturbed compound Poisson risk model with proportional investment (Q6178516) (← links)
• On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)
• On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy (Q6623052) (← links)
• Computing two actuarial quantities under multilayer dividend strategy with a constant interest rate: based on Sinc methods (Q6649253) (← links)