Pages that link to "Item:Q1355738"
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The following pages link to An extension to the renewal theorem and an application to risk theory (Q1355738):
Displaying 13 items.
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- On the Gerber-Shiu function and change of measure (Q659175) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- Takács' asymptotic theorem and its applications: a survey (Q966495) (← links)
- Controlled diffusion models for optimal dividend pay-out (Q1381153) (← links)
- Applications of a change of measures technique for compound mixed renewal processes to the ruin problem (Q2122922) (← links)
- The perturbed renewal equation and diffusion type approximation for risk processes (Q2737034) (← links)
- Improvement of the stability of solutions of an inhomogeneous perturbed renewal equation on the semiaxis (Q2849246) (← links)
- Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes (Q2890084) (← links)
- A minimal uniform renewal theorem and transition phenomena for a nonhomogeneous perturbation of the renewal equation (Q3114545) (← links)
- (Q4675739) (← links)
- Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← links)
- Ruin probabilities in a Markovian shot-noise environment (Q6102052) (← links)
