Pages that link to "Item:Q998276"

The following pages link to The compound Poisson risk model with multiple thresholds (Q998276):

Displaying 41 items.

• The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (Q254739) (← links)
• Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← 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)
• 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)
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
• On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← 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)
• The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
• The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
• Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
• Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy (Q2218140) (← links)
• A risk model with varying premiums: its risk management implications (Q2260944) (← links)
• On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
• The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• On a risk model with randomized dividend-decision times (Q2438420) (← links)
• An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Some results on a bivariate compound Poisson risk model (Q2916211) (← links)
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
• On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
• Probability Density Function of a Non-profit Fund Surplus Under Hysteresis Surplus Control (Q3463570) (← links)
• The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
• The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model (Q5022525) (← 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)
• The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate (Q5077961) (← links)
• (Q5156824) (← links)
• On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• (Q5698393) (← links)
• Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds (Q5746995) (← links)