Pages that link to "Item:Q3010447"

The following pages link to On a Classical Risk Model with a Constant Dividend Barrier (Q3010447):

Displaying 38 items.

• On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
• An insurance risk model with Parisian implementation delays (Q479172) (← links)
• Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
• Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
• Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244) (← links)
• Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
• The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
• A hyper-exponential jump-diffusion model under the barrier dividend strategy (Q902399) (← links)
• The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
• On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
• Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
• Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
• Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
• On a discrete Markov-modulated risk model with random premium income and delayed claims (Q2209646) (← links)
• Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← 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)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
• De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
• On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach (Q3395770) (← links)
• Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
• On Optimal Dividend Strategies In The Compound Poisson Model (Q5018718) (← links)
• Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu (Q5018726) (← links)
• “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 (Q5018731) (← links)
• A Risk Model with Multilayer Dividend Strategy (Q5019726) (← links)
• Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• (Q5096721) (← links)