Pages that link to "Item:Q2276238"

The following pages link to On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238):

Displaying 27 items.

• On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
• On a dual model with barrier strategy (Q442880) (← links)
• Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
• Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
• A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
• Exit problems for jump processes having double-sided jumps with rational Laplace transforms (Q1724885) (← links)
• The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987) (← links)
• A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475) (← links)
• On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
• Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy (Q2218140) (← links)
• On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
• Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
• Dividends under threshold dividend strategy with randomized observation periods and capital-exchange agreement (Q2332731) (← links)
• The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
• First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
• A note on Lévy risk model with two-sided phase-type jumps (Q5020403) (← links)
• (Q5196342) (← links)
• On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
• Ruin-related problems in the dual risk model under two different randomized observations (Q6164702) (← links)