Pages that link to "Item:Q3395759"

The following pages link to The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (Q3395759):

Displaying 31 items.

• Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
• The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
• Total duration of negative surplus for an MAP risk model (Q530736) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• Obtaining the dividends-penalty identities by interpretation (Q661238) (← links)
• On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (Q717340) (← links)
• The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
• Some ruin problems for the MAP risk model (Q896202) (← links)
• On the Markov-dependent risk model with tax (Q904133) (← links)
• On the Markov-modulated insurance risk model with tax (Q977310) (← links)
• The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
• Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
• A matrix operator approach to a risk model with two classes of claims (Q1758111) (← links)
• On a risk model with Markovian arrivals and tax (Q1931147) (← links)
• Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
• The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
• The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
• Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
• A note on a generalized discounted penalty function in a Sparre Andersen risk model perturbed by diffusion (Q2319082) (← links)
• Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• A Markov additive risk process with a dividend barrier (Q2837755) (← links)
• Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
• The expected penalty function in a discrete Markov-modulated risk model (Q3380825) (← links)
• “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007 (Q5022537) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
• Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)