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 50 items.
- An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
- On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
- A new aspect of a risk process and its statistical inference (Q1003819) (← links)
- Extra randomness in certain annuity models (Q1185320) (← links)
- Ruin probabilities in perturbed risk models (Q1265920) (← links)
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
- Asymptotic estimates for the probability of ruin in a Poisson model with diffusion (Q1318550) (← links)
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323) (← links)
- On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
- A generalized defective renewal equation for the surplus process perturbed by diffusion. (Q1413299) (← links)
- The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337) (← links)
- On the moments of the surplus process perturbed by diffusion. (Q1413363) (← links)
- On the expectations of the present values of the time of ruin perturbed by diffusion. (Q1413409) (← links)
- The joint density function of three characteristics on jump-diffusion risk process. (Q1413411) (← links)
- Some results for classical risk process with stochastic return on investments (Q1566069) (← links)
- Some results for the compound Poisson process that is perturbed by diffusion (Q1611092) (← links)
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- The optimal analysis of default probability for a credit risk model (Q1725187) (← links)
- Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396) (← links)
- Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317) (← links)
- Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- Ruin problem for a class of risk processes perturbed by diffusion (Q1861006) (← links)
- Ruin probabilities and decompositions for general perturbed risk processes. (Q1879913) (← links)
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (Q1902631) (← links)
- Bounds on the tails of convolutions of compound distributions (Q1921980) (← links)
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
- The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
- A generalization of risk model perturbed by diffusion (Q1970740) (← links)
- Some distributions for classical risk process that is perturbed by diffusion (Q1974039) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
- Uncertain insurance risk process with multiple classes of claims (Q2183000) (← links)
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
- Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
- Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090) (← links)
- On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
- A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
- Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
- Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails (Q2323676) (← links)
- Omega model for a jump-diffusion process with a two-step premium rate (Q2325320) (← links)
- The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
