Pages that link to "Item:Q5321766"

The following pages link to Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766):

Displaying 27 items.

• A note on some joint distribution functions involving the time of ruin (Q282279) (← links)
• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
• On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
• On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• Some ruin problems for the MAP risk model (Q896202) (← links)
• An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
• The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
• An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
• Delayed capital injections for a risk process with Markovian arrivals (Q2241638) (← links)
• Analysis of an aggregate loss model in a Markov renewal regime (Q2242094) (← links)
• Occupation times in the MAP risk model (Q2260947) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Optimal dividend-payout in an MAP risk model (Q2823324) (← links)
• A Markov additive risk process with a dividend barrier (Q2837755) (← links)
• On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229) (← links)
• The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
• Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (Q5012199) (← links)
• Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
• A ruin model with a resampled environment (Q5117676) (← links)
• (Q5156824) (← links)
• Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds (Q5746995) (← links)
• On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)