Pages that link to "Item:Q756904"

The following pages link to Risk theory for the compound Poisson process that is perturbed by diffusion (Q756904):

Displaying 50 items.

• A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) (← links)
• On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• Ruin probability for Lévy risk process compounded by geometric Brownian motion (Q2480275) (← links)
• Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
• On the stop-loss transform and order for the surplus process perturbed by diffusion (Q2507619) (← links)
• On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (Q2514605) (← links)
• On the integrated tail of the deficit in the renewal risk model (Q2516397) (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
• Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420) (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
• Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
• The perturbed renewal equation and diffusion type approximation for risk processes (Q2737034) (← links)
• Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687) (← links)
• Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
• On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
• Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
• Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121) (← links)
• Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
• Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
• On the ordering of ruin probabilities for the surplus process perturbed by diffusion (Q3077736) (← links)
• A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
• An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion (Q3103205) (← links)
• Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
• OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
• A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps (Q3182400) (← links)
• (Q3373434) (← links)
• Perturbed Risk Processes Analyzed as Fluid Flows (Q3396380) (← links)
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
• On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
• (Q3552449) (← links)
• RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
• (Q3629307) (← links)
• Optimal Dividend Payouts Under Jump-Diffusion Risk Processes (Q3643190) (← links)
• A system of integro-differential-difference equations in risk theory, using compound birth-death processes (Q3706384) (← links)
• Risk processes perturbed by α-stable Lévy motion (Q4235014) (← links)
• VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
• On the complete monotonicity of the compound geometric convolution with applications in risk theory (Q4576842) (← links)
• Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904) (← links)
• Ruin probabilities for competing claim processes (Q4667992) (← links)
• On applications of residual lifetimes of compound geometric convolutions (Q4668002) (← links)
• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
• A risk model driven by Lévy processes (Q4827960) (← links)
• A MARKOV-MODULATED DIFFUSION MODEL FOR ENERGY HARVESTING SENSOR NODES (Q4961788) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722) (← links)
• On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745) (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)