Pages that link to "Item:Q2485536"

The following pages link to On a class of renewal risk models with a constant dividend barrier (Q2485536):

Displaying 50 items.

• Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743) (← links)
• The compound Pascal model with dividends paid under random interest (Q449394) (← links)
• The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244) (← links)
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
• Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
• Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
• The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
• The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
• Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← 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 Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
• On the renewal risk model under a threshold strategy (Q1026427) (← links)
• The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
• Dividend barrier strategy: proceed with caution (Q1640946) (← links)
• Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
• The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• The compound binomial model with a constant dividend barrier and periodically paid dividends (Q1761395) (← links)
• Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869) (← links)
• Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
• A risk model with varying premiums: its risk management implications (Q2260944) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• Maximum surplus and \(R_n\) class of distributions with an application to dividends (Q2293611) (← links)
• Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
• The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
• A modified insurance risk process with uncertainty (Q2347075) (← links)
• On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
• A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) (← links)
• On a risk model with randomized dividend-decision times (Q2438420) (← links)
• The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems (Q2499831) (← links)
• The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
• On optimal dividends: from reflection to refraction (Q2571216) (← links)
• On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
• On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365) (← links)
• The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
• On a Classical Risk Model with a Constant Dividend Barrier (Q3010447) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)