Pages that link to "Item:Q2333751"
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The following pages link to The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751):
Displaying 13 items.
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← 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 absolute ruin risk model with constant interest investment and linear threshold dividend strategy (Q2824637) (← links)
- Absolute ruin for a risk model with credit and debit interest under a threshold dividend strategy (Q2892429) (← links)
- On a discrete interaction risk model with delayed claims and randomized dividends (Q5093709) (← 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)
- Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)
- The properties of generalized collision branching processes (Q6534469) (← 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)
