Pages that link to "Item:Q2190324"

The following pages link to On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324):

Displaying 32 items.

• Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
• Pricing of margin call stock loan based on the FMLS (Q779532) (← links)
• Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← links)
• The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987) (← links)
• Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
• On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
• Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach (Q2168629) (← links)
• Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
• On a discrete Markov-modulated risk model with random premium income and delayed claims (Q2209646) (← links)
• Some properties of bifractional Bessel processes driven by bifractional Brownian motion (Q2209684) (← links)
• Compound binomial model with batch Markovian arrival process (Q2216991) (← links)
• Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
• The perturbed Poisson risk model with constant interest and a threshold dividend strategy under absolute ruin (Q2858338) (← links)
• The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders (Q2860469) (← links)
• STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY (Q3370182) (← links)
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
• (Q3640571) (← links)
• Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics (Q5044106) (← links)
• Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model (Q5093696) (← links)
• On a discrete interaction risk model with delayed claims and randomized dividends (Q5093709) (← links)
• (Q5096721) (← links)
• (Q5410278) (← links)
• On the ruin probabilities for a general perturbed renewal risk process (Q6116895) (← links)
• On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
• Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)
• A Lévy risk model with ratcheting dividend strategy and historic high-related stopping (Q6534551) (← links)
• On periodic dividends for the classical risk model with debit interest (Q6534576) (← links)
• Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
• Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)
• Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails (Q6534696) (← links)
• Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation (Q6534849) (← links)