Pages that link to "Item:Q756904"
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The following pages link to Risk theory for the compound Poisson process that is perturbed by diffusion (Q756904):
Displaying 36 items.
- Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (Q5019754) (← links)
- Ordering Ruin Probabilities Resulting from Layer-Based Claim Amounts for Surplus Process Perturbed by Diffusion (Q5022547) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
- Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process (Q5077477) (← links)
- Sub-optimal investment for insurers (Q5077500) (← links)
- A ruin model with a resampled environment (Q5117676) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- A transient Cramér–Lundberg model with applications to credit risk (Q5152521) (← links)
- Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model (Q5168710) (← links)
- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes (Q5205954) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
- Optimal Proportional Reinsurance and Ruin Probability (Q5423134) (← links)
- Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (Q5429622) (← links)
- Numerical solutions for jump-diffusions with regime switching (Q5460725) (← links)
- The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
- Asymptotics of ruin probabilities for controlled risk processes in the small claims case (Q5467663) (← links)
- Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment (Q5485018) (← links)
- Ruin in the perturbed compound Poisson risk process under interest force (Q5697204) (← links)
- On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567) (← links)
- Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison (Q5718368) (← links)
- Distribution of suprema for generalized risk processes (Q5742574) (← links)
- The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
- Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion (Q5938024) (← links)
- A decomposition of the ruin probability for the risk process perturbed by diffusion (Q5938027) (← links)
- Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
- On the ruin probabilities for a general perturbed renewal risk process (Q6116895) (← links)
- A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
- Numerical computation of Gerber-Shiu function for insurance surplus process with additional investment (Q6545057) (← links)
- Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion (Q6556760) (← links)
- Optimal timing of business conversion for solvency improvement (Q6565533) (← links)
- On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)
- Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
- Computing two actuarial quantities under multilayer dividend strategy with a constant interest rate: based on Sinc methods (Q6649253) (← links)
