Pages that link to "Item:Q1873021"
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The following pages link to Simulation methods in ruin models with nonlinear dividend barriers. (Q1873021):
Displaying 15 items.
- On the uniform distribution modulo 1 of multidimensional LS-sequences (Q466946) (← links)
- Ruin theory with excess of loss reinsurance and reinstatements (Q548371) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
- The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
- Stochastic successive approximation method for assessing the insolvency risk of an insurance company (Q1008370) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
- A Numerical Approach to Ruin Models with Excess of Loss Reinsurance and Reinstatements * (Q3298459) (← links)
- Risk Theory with Affine Dividend Payment Strategies (Q4581318) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- On the dividends of the risk model with Markovian barrier (Q5077370) (← links)
- On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (Q5467652) (← links)
