Pages that link to "Item:Q2242128"

The following pages link to Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128):

Displaying 20 items.

• The dividend problem with a finite horizon (Q1704142) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• Dividend problems in the dual risk model with exponentially distributed observation time (Q1950713) (← links)
• Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
• Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (Q2088855) (← links)
• Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
• On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
• Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
• Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• A model about insurer with dividend and irregularly checking surplus (Q3131124) (← links)
• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
• Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
• Infinite series expansion of some finite-time dividend and ruin related functions (Q6082449) (← links)
• On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062) (← links)
• Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)
• Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
• On periodic dividends for the classical risk model with debit interest (Q6534576) (← links)
• Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation (Q6670086) (← links)