Pages that link to "Item:Q939357"

The following pages link to Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357):

Displaying 23 items.

• Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
• Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
• Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation (Q784454) (← links)
• Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier (Q893334) (← links)
• On a risk model with debit interest and dividend payments (Q951191) (← links)
• Optimal dividends with incomplete information in the dual model (Q974808) (← links)
• The compound binomial model with a constant dividend barrier and periodically paid dividends (Q1761395) (← links)
• Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396) (← links)
• Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869) (← links)
• Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
• Ruin probability in models with stochastic premiums (Q2027878) (← links)
• Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy (Q2218140) (← links)
• On the classical risk model with credit and debit interests under absolute ruin (Q2267624) (← links)
• De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
• Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (Q2684917) (← links)
• Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
• Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
• Semiparametric estimation in the optimal dividend barrier for the classical risk model (Q4562051) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Optimal Dividend Problem: Asymptotic Analysis (Q4990517) (← 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)
• A consistent estimation of optimal dividend strategy in a risk model with delayed claims (Q5055173) (← links)