Pages that link to "Item:Q1293811"
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The following pages link to A process with stochastic claim frequency and a linear dividend barrier (Q1293811):
Displayed 13 items.
- The compound Pascal model with dividends paid under random interest (Q449394) (← links)
- Some results behind dividend problems (Q861422) (← links)
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
- The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- On the dividends of the risk model with Markovian barrier (Q5077370) (← links)
- The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
- Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends (Q5715918) (← links)
- Optimal Dividends (Q5715949) (← links)