Pages that link to "Item:Q1724837"

The following pages link to The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837):

Displaying 13 items.

• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
• On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (Q717340) (← links)
• Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246) (← links)
• The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← 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)
• The Gerber-Shiu penalty functions for a perturbed risk model with two classes of risks and a threshold dividend strategy (Q2916222) (← links)
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
• (Q3611313) (← links)
• On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates (Q5075498) (← links)