Pages that link to "Item:Q3440846"

The following pages link to The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846):

Displaying 47 items.

• The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (Q254739) (← links)
• On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
• A note on ruin problems in perturbed classical risk models (Q342741) (← links)
• On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
• On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
• The compound binomial model with randomly paying dividends to shareholders and policyholders (Q659250) (← links)
• A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
• Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
• Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
• Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396) (← links)
• The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) (← links)
• Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) (← links)
• On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
• On the classical risk model with credit and debit interests under absolute ruin (Q2267624) (← links)
• A note on a generalized discounted penalty function in a Sparre Andersen risk model perturbed by diffusion (Q2319082) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate (Q2325320) (← links)
• A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) (← links)
• On a risk model with randomized dividend-decision times (Q2438420) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
• Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
• On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach (Q3395770) (← links)
• (Q4901642) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 (Q5018731) (← links)
• Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
• Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
• Ruin probabilities for the phase-type dual model perturbed by diffusion (Q5079163) (← links)
• DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL (Q5088805) (← links)
• Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• (Q5156824) (← links)
• Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)
• (Q5410278) (← links)
• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
• The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
• Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds (Q5746995) (← links)
• Infinite series expansion of some finite-time dividend and ruin related functions (Q6082449) (← links)
• Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)