Pages that link to "Item:Q2581783"

The following pages link to On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783):

Displaying 46 items.

• Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743) (← links)
• On a dual model with barrier strategy (Q442880) (← links)
• The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
• Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
• Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
• The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
• A risk model with paying dividends and random environment (Q998288) (← links)
• Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
• Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
• The compound binomial model with a constant dividend barrier and periodically paid dividends (Q1761395) (← links)
• Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves (Q1796728) (← links)
• Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
• Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869) (← links)
• The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987) (← links)
• On the classical risk model with credit and debit interests under absolute ruin (Q2267624) (← links)
• Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
• The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
• On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
• The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems (Q2499831) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
• The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
• Analysis of a threshold dividend strategy for a MAP risk model (Q3608224) (← links)
• On the analysis of a multi-threshold Markovian risk model (Q3608225) (← links)
• The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
• Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
• Further developments in the Erlang(<i>n</i>) risk process (Q4576758) (← links)
• The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• A Risk Model with Multilayer Dividend Strategy (Q5019726) (← links)
• Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
• Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model (Q5022525) (← 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)
• Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
• The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
• (Q5156824) (← links)
• Dividend Barrier Strategies in A Renewal Risk Model with Generalized Erlang Interarrival Times (Q5168704) (← links)
• Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates (Q5217904) (← links)
• On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments (Q5421588) (← links)
• Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
• Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds (Q5746995) (← links)