Pages that link to "Item:Q2890529"

The following pages link to Randomized onservation periods for the compound Poisson risk model: dividends (Q2890529):

Displaying 50 items.

• Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
• Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
• On optimal dividends with exponential and linear penalty payments (Q506101) (← links)
• Ornstein-Uhlenback type Omega model (Q528231) (← links)
• The optimal dividend barrier in the gamma-omega model (Q635980) (← links)
• Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
• On a discrete risk model with delayed claims and a randomized dividend strategy (Q738487) (← links)
• On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
• Exit identities for diffusion processes observed at Poisson arrival times (Q777097) (← links)
• Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
• On the distribution of cumulative Parisian ruin (Q1681195) (← links)
• Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
• Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
• Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• The compound Poisson risk model under a mixed dividend strategy (Q1740121) (← links)
• Optimal dividends under Erlang(2) inter-dividend decision times (Q1742724) (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
• Poissonian potential measures for Lévy risk models (Q1799648) (← links)
• The Omega model: from bankruptcy to occupation times in the red (Q1936471) (← links)
• On the distribution of classic and some exotic ruin times (Q2010893) (← links)
• A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← 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)
• On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income (Q2171334) (← links)
• On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
• Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
• Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
• On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
• A risk model with varying premiums: its risk management implications (Q2260944) (← links)
• On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
• On a dividend problem with random funding (Q2304004) (← links)
• Dividends under threshold dividend strategy with randomized observation periods and capital-exchange agreement (Q2332731) (← links)
• A periodic dividend problem with inconstant barrier in Markovian environment (Q2355462) (← links)
• Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
• On a risk model with randomized dividend-decision times (Q2438420) (← links)
• Dividend problems in the dual model with diffusion and exponentially distributed observation time (Q2452891) (← links)
• On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
• The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time (Q2517115) (← links)
• On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
• Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
• On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
• Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)