Pages that link to "Item:Q5467652"

The following pages link to On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (Q5467652):

Displaying 36 items.

• On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy (Q377933) (← links)
• The perturbed compound Poisson risk model with linear dividend barrier (Q629492) (← links)
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
• Risk theory with a nonlinear dividend barrier (Q699811) (← links)
• On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (Q717340) (← links)
• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
• Passage times in fluid models with application to risk processes (Q861546) (← links)
• Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877) (← links)
• Asymptotic theory for a risk process with a high dividend barrier (Q933047) (← links)
• The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory (Q967287) (← links)
• A note on the compound binomial model with randomized dividend strategy (Q990672) (← links)
• The compound Poisson risk model with multiple thresholds (Q998276) (← links)
• A process with stochastic claim frequency and a linear dividend barrier (Q1293811) (← links)
• The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
• On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
• On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
• The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
• Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
• On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
• On a Classical Risk Model with a Constant Dividend Barrier (Q3010447) (← links)
• The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (Q3395759) (← links)
• (Q3576115) (← links)
• Analysis of a threshold dividend strategy for a MAP risk model (Q3608224) (← links)
• The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• A Risk Model with Multilayer Dividend Strategy (Q5019726) (← 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)
• A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
• A Risk Process with Delayed Claims and Constant Dividend Barrier (Q5380533) (← links)
• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
• Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)