Pages that link to "Item:Q2507941"

The following pages link to The compound Poisson risk model with a threshold dividend strategy (Q2507941):

Displaying 50 items.

• On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy (Q377933) (← links)
• Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
• The compound Pascal model with dividends paid under random interest (Q449394) (← links)
• The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
• The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy (Q452872) (← links)
• Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
• Ruin probabilities of a bidimensional risk model with investment (Q654490) (← links)
• Analysis of risk models using a level crossing technique (Q654805) (← links)
• The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
• Risk process with stochastic income and two-step premium rate (Q711315) (← links)
• Absolute ruin in the compound Poisson risk model with constant dividend barrier (Q730714) (← links)
• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
• On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
• A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
• The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
• The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
• Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← links)
• The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy (Q900947) (← links)
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
• Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) (← links)
• The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
• Functional approach to the random mean of a compound Cox process (Q964624) (← links)
• A class of delayed renewal risk processes with a threshold dividend strategy (Q966537) (← links)
• The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory (Q967287) (← links)
• Refracted Lévy processes (Q974766) (← links)
• A note on the compound binomial model with randomized dividend strategy (Q990672) (← links)
• On a modification of the classical risk process (Q997095) (← links)
• The compound Poisson risk model with multiple thresholds (Q998276) (← links)
• Classical risk model with threshold dividend strategy (Q1003953) (← links)
• The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
• On the renewal risk model under a threshold strategy (Q1026427) (← links)
• Dividends: from refracting to ratcheting (Q1622509) (← links)
• Dividend barrier strategy: proceed with caution (Q1640946) (← links)
• On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• The compound Poisson risk model under a mixed dividend strategy (Q1740121) (← links)
• A compound Poisson risk model with proportional investment (Q1932775) (← links)
• Threshold dividend strategies for a Markov-additive risk model (Q1936560) (← links)
• Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
• The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987) (← links)
• Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
• Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events (Q2066496) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) (← links)
• Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
• On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
• A risk model with varying premiums: its risk management implications (Q2260944) (← links)