Pages that link to "Item:Q2267624"
From MaRDI portal
The following pages link to On the classical risk model with credit and debit interests under absolute ruin (Q2267624):
Displaying 14 items.
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves (Q1796728) (← links)
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
- The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
- On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
- On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385) (← links)
- Absolute ruin for a risk model with credit and debit interest under a threshold dividend strategy (Q2892429) (← links)
- On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
- Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
- Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest (Q3535639) (← links)
- On the time value of absolute ruin with debit interest (Q3590742) (← links)
- ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST (Q5207935) (← links)
