Pages that link to "Item:Q5022546"
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The following pages link to Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546):
Displaying 7 items.
- Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Maximum surplus and \(R_n\) class of distributions with an application to dividends (Q2293611) (← links)
- On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
