Pages that link to "Item:Q2890529"

The following pages link to Randomized onservation periods for the compound Poisson risk model: dividends (Q2890529):

Displaying 28 items.

• A model about insurer with dividend and irregularly checking surplus (Q3131124) (← links)
• On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343) (← links)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q4563782) (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
• Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
• LOG-CONCAVITY OF COMPOUND DISTRIBUTIONS WITH APPLICATIONS IN OPERATIONAL AND ACTUARIAL MODELS (Q5051903) (← links)
• A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
• A perturbed risk model with constant interest and periodic barrier dividend strategy (Q5082714) (← links)
• Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
• On the time spent in the red by a refracted L\'evy risk process (Q5176527) (← links)
• The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates (Q5299568) (← links)
• An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments (Q5348801) (← links)
• The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)
• ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
• On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062) (← links)
• Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention (Q6098945) (← links)
• Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)
• The dual risk model under a mixed ratcheting and periodic dividend strategy (Q6107529) (← links)
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
• On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
• Ruin-related problems in the dual risk model under two different randomized observations (Q6164702) (← links)
• Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
• On periodic dividends for the classical risk model with debit interest (Q6534576) (← links)
• On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy (Q6623052) (← links)
• Optimal periodic dividends with penalty payments under a diffusion model (Q6641291) (← links)
• Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation (Q6670086) (← links)