Pages that link to "Item:Q939367"
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The following pages link to Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367):
Displayed 12 items.
- 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)
- Optimal dividend distribution under Markov regime switching (Q1761453) (← 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)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- A Markov Additive Risk Process with a Dividend Barrier (Q2837755) (← links)
- Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)