Pages that link to "Item:Q2507941"

The following pages link to The compound Poisson risk model with a threshold dividend strategy (Q2507941):

Displaying 50 items.

• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
• Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
• The perturbed dual risk model with constant interest and a threshold dividend strategy (Q2319336) (← links)
• The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
• On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
• A state dependent reinsurance model (Q2397864) (← links)
• On a risk model with randomized dividend-decision times (Q2438420) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
• On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365) (← links)
• The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
• Optimal dividend-distribution strategy under ambiguity aversion (Q2661496) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• The expected discounted penalty function under the compound Poisson risk model with tax payments and a threshold dividend strategy (Q2824575) (← links)
• The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders (Q2860469) (← links)
• The Gerber-Shiu functions of the double compound Poisson risk process in a threshold dividend strategy (Q2886258) (← links)
• Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
• The compound Poisson risk model with a threshold strategy under constant interest (Q2918345) (← links)
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
• On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
• On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy (Q3077755) (← links)
• Threshold strategies for risk processes and their relation to queueing theory (Q3094471) (← links)
• Analysis of a threshold dividend strategy for a MAP risk model (Q3608224) (← links)
• On the analysis of a multi-threshold Markovian risk model (Q3608225) (← links)
• Lévy processes with adaptable exponent (Q3625651) (← links)
• The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• Risk Theory with Affine Dividend Payment Strategies (Q4581318) (← links)
• A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function (Q4684852) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
• On Optimal Dividend Strategies In The Compound Poisson Model (Q5018718) (← 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)
• Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model (Q5022525) (← 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)
• The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
• On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• A Risk Process with Delayed Claims and Constant Dividend Barrier (Q5380533) (← links)
• Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds (Q5746995) (← links)
• A refracted Lévy process with delayed dividend pullbacks (Q6096082) (← links)
• A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)