The following pages link to Martingales and insurance risk (Q3831908):
Displaying 37 items.
- Optimal Proportional Reinsurance Policies in a Dynamic Setting (Q2739854) (← links)
- Absolute ruin problems for the risk processes with interest and a constant dividend barrier (Q2887503) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
- Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
- Finite-time Lundberg inequalities in the Cox case (Q3142172) (← links)
- On occupation times for a risk process with reserve-dependent premium (Q3147437) (← links)
- Optimisation in Non-Life Insurance (Q3424145) (← links)
- Total duration of negative surplus for the dual model (Q3552655) (← links)
- The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
- On the time value of absolute ruin with debit interest (Q3590742) (← links)
- The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case (Q4012746) (← links)
- Ruin probabilities in the presence of heavy-tails and interest rates (Q4235013) (← links)
- Approximation of Optimal Reinsurance and Dividend Payout Policies (Q4464015) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Ruin probabilities in multivariate risk models with periodic common shock (Q4575458) (← links)
- On the time and the number of claims when the surplus drops below a certain level (Q4576976) (← links)
- Long-Term Risk: A Martingale Approach (Q4612496) (← links)
- Martingale results in risk theory with a view to ruin probabilities and diffusions (Q4695023) (← links)
- A stochastic jump inventory model with deteriorating items (Q4946976) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- Regime-Switching Periodic Models For Claim Counts (Q5018748) (← links)
- Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (Q5019754) (← links)
- Affine Storage and Insurance Risk Models (Q5026437) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Dividend Barrier Strategies in A Renewal Risk Model with Generalized Erlang Interarrival Times (Q5168704) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts (Q5312843) (← links)
- On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
- FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES (Q5398350) (← links)
- Total Duration of Negative Surplus for the Risk Process with Constant Interest Force (Q5430135) (← links)
- Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540) (← links)
- An application of risk theory to mortgage lending (Q5865323) (← links)
- A characterization of progressively equivalent probability measures preserving the structure of a compound mixed renewal process (Q5881789) (← links)
- A Conversation With Paul Embrechts (Q6064127) (← links)
- Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves (Q6570563) (← links)
