Pages that link to "Item:Q3903927"
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The following pages link to On the probability of ruin in the presence of a linear dividend barrier (Q3903927):
Displayed 37 items.
- The compound Pascal model with dividends paid under random interest (Q449394) (← links)
- Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
- The perturbed compound Poisson risk model with linear dividend barrier (Q629492) (← links)
- Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
- Some results behind dividend problems (Q861422) (← links)
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
- The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
- The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory (Q967287) (← links)
- The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
- The Wiener process with drift between a linear retaining and an absorbing barrier (Q1155927) (← links)
- A process with stochastic claim frequency and a linear dividend barrier (Q1293811) (← links)
- Optimal choice of dividend barriers for a risk process with stochastic return on investments (Q1381478) (← links)
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
- Simulation methods in ruin models with nonlinear dividend barriers. (Q1873021) (← links)
- Ruin theory with risk proportional to the free reserve and securitization (Q1974043) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
- The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
- The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
- Improvement of the stability of solutions of an inhomogeneous perturbed renewal equation on the semiaxis (Q2849246) (← links)
- A minimal uniform renewal theorem and transition phenomena for a nonhomogeneous perturbation of the renewal equation (Q3114545) (← links)
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
- The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (Q3505192) (← links)
- Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
- The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
- The Dividend Problem in a Diffusive Stochastic Model (Q4219949) (← links)
- Optimal dividend policy (Q4710940) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Upper bounds for ruin probabilities under model uncertainty (Q5076913) (← links)
- On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate (Q5299559) (← links)
- Variational methods for studying the problem of the discounted dividend payments (Q5422773) (← links)