Pages that link to "Item:Q717340"

The following pages link to On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (Q717340):

Displaying 15 items.

• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
• A dependent insurance risk model with surrender and investment under the thinning process (Q1664709) (← links)
• Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums (Q2151095) (← links)
• The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• A Markov additive risk process with a dividend barrier (Q2837755) (← links)
• Some results about the dividend-penalty identity (Q2923799) (← links)
• (Q2991104) (← links)
• The expected penalty function in a discrete Markov-modulated risk model (Q3380825) (← links)
• The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (Q3395759) (← links)
• (Q3611313) (← links)
• Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
• On the dividends of the risk model with Markovian barrier (Q5077370) (← links)
• On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (Q5467652) (← links)