Pages that link to "Item:Q3634585"
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The following pages link to Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches (Q3634585):
Displaying 20 items.
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- On a dual model with barrier strategy (Q442880) (← links)
- Parisian ruin for the dual risk process in discrete-time (Q1616054) (← 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)
- Dividend problems in the dual risk model (Q2015662) (← links)
- Ruin and dividend measures in the renewal dual risk model (Q2152229) (← links)
- On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
- A unifying approach to the analysis of business with random gains (Q2866303) (← links)
- A delayed dual risk model (Q2976125) (← links)
- The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← 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)
- “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008 (Q5022548) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Asymptotic analysis for optimal dividends in a dual risk model (Q5044430) (← links)
- The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model (Q5413856) (← links)
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
- Discrete-time insurance models (Q6545377) (← links)
