Pages that link to "Item:Q939367"

The following pages link to Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367):

Displaying 24 items.

• On a multi-dimensional risk model with regime switching (Q320264) (← links)
• Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
• Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
• Insurance claims modulated by a hidden Brownian marked point process (Q659112) (← links)
• On the Markov-modulated insurance risk model with tax (Q977310) (← links)
• The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
• Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
• Estimating the parameters of a seasonal Markov-modulated Poisson process (Q1731379) (← links)
• Optimal dividend distribution under Markov regime switching (Q1761453) (← links)
• The impact of negative interest rates on optimal capital injections (Q1799625) (← links)
• Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
• Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
• On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
• Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
• On a discrete Markov-modulated risk model with random premium income and delayed claims (Q2209646) (← links)
• Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• On a reduced form credit risk model with common shock and regime switching (Q2447411) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
• A Markov Additive Risk Process with a Dividend Barrier (Q2837755) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)