Pages that link to "Item:Q3535639"
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The following pages link to Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest (Q3535639):
Displaying 13 items.
- Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
- Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
- On the time value of absolute ruin with tax (Q659184) (← links)
- On absolute ruin minimization under a diffusion approximation model (Q2276211) (← links)
- A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
- Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
- On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823) (← links)
- On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
- On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385) (← links)
- Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
- The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
- Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735) (← links)
- On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
