Pages that link to "Item:Q865615"

The following pages link to The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615):

Displaying 33 items.

• The perturbed compound Poisson risk model with linear dividend barrier (Q629492) (← links)
• On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
• Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
• An elementary approach to discrete models of dividend strategies (Q659189) (← links)
• Obtaining the dividends-penalty identities by interpretation (Q661238) (← links)
• Absolute ruin in the compound Poisson risk model with constant dividend barrier (Q730714) (← 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)
• The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy (Q900947) (← links)
• Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
• On a risk model with debit interest and dividend payments (Q951191) (← links)
• On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
• On the renewal risk model under a threshold strategy (Q1026427) (← links)
• The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
• Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) (← links)
• An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
• On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate (Q2325320) (← 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 the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Absolute ruin problems for the risk processes with interest and a constant dividend barrier (Q2887503) (← links)
• Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (Q3067089) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
• Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
• The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• (Q6121722) (← links)
• Optimal reinsurance and dividend under model uncertainty (Q6131024) (← links)
• On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)