Pages that link to "Item:Q939323"

The following pages link to Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323):

Displaying 24 items.

• On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
• On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
• A ruin model with random income and dependence between claim sizes and claim intervals (Q601953) (← links)
• The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
• On a discrete Markov-modulated risk model with random premium income and delayed claims (Q2209646) (← links)
• Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy (Q2218140) (← links)
• On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes (Q2252704) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← 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)
• On a discrete-time risk model with general income and time-dependent claims (Q2511219) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
• Semiparametric estimation in the optimal dividend barrier for the classical risk model (Q4562051) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• (Q5096721) (← links)
• On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier (Q6570557) (← links)