Pages that link to "Item:Q1017775"
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The following pages link to On a dual model with a dividend threshold (Q1017775):
Displaying 50 items.
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
- On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy (Q377933) (← links)
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- On a dual model with barrier strategy (Q442880) (← links)
- Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
- The dual risk model with dividends taken at arrival (Q1622513) (← links)
- On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
- The ruin time under the Sparre Andersen dual model (Q2015470) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- Dividend problems in the dual risk model (Q2015662) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Ruin and dividend measures in the renewal dual risk model (Q2152229) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
- Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Optimal dividends with an affine penalty (Q2318336) (← links)
- The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
- The perturbed dual risk model with constant interest and a threshold dividend strategy (Q2319336) (← links)
- Dividend problems with a barrier strategy in the dual risk model until bankruptcy (Q2336202) (← links)
- Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355) (← links)
- Ruin probability in the dual risk model with two revenue streams (Q2417103) (← links)
- Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (Q2438431) (← links)
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
- Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687) (← links)
- A unifying approach to the analysis of business with random gains (Q2866303) (← links)
- A delayed dual risk model (Q2976125) (← links)
- Optimal financing and dividend policy with Markovian switching regimes (Q2978980) (← links)
- Probability Density Function of a Non-profit Fund Surplus Under Hysteresis Surplus Control (Q3463570) (← links)
- On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains (Q3569716) (← links)
- SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732) (← links)
- On dividends in the phase–type dual risk model (Q4577204) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Asymptotic analysis for optimal dividends in a dual risk model (Q5044430) (← links)
- ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827) (← links)
- Optimal dividend strategy with transaction costs for an upward jump model (Q5245418) (← links)
- Application of Advanced Integrodifferential Equations in Insurance Mathematics and Process Engineering (Q5259814) (← links)
- The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model (Q5413856) (← links)
- Optimal dividend strategy for the dual model with surplus-dependent expense (Q5875242) (← links)
- Optimal dividend strategies in a dual model with capital injections (Q5962151) (← links)
- A dual risk model with additive and proportional gains: ruin probability and dividends (Q6159397) (← links)
- A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
