Pages that link to "Item:Q699811"

The following pages link to Risk theory with a nonlinear dividend barrier (Q699811):

Displaying 36 items.

• The compound Pascal model with dividends paid under random interest (Q449394) (← links)
• Optimal dividend strategy in compound binomial model with bounded dividend rates (Q477522) (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
• An insurance risk model with stochastic volatility (Q659182) (← links)
• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
• The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
• Some results behind dividend problems (Q861422) (← links)
• Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
• On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities (Q931177) (← 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)
• A risk model with paying dividends and random environment (Q998288) (← links)
• Stochastic successive approximation method for assessing the insolvency risk of an insurance company (Q1008370) (← links)
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
• Simulation methods in ruin models with nonlinear dividend barriers. (Q1873021) (← links)
• Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
• Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350) (← links)
• On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
• On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
• The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
• Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
• On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
• Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
• The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
• Integral Equations, Quasi-Monte Carlo Methods and Risk Modeling (Q4611840) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← 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)
• Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends (Q5715918) (← links)
• Optimal Dividends (Q5715949) (← links)
• Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540) (← links)