Pages that link to "Item:Q1413337"

The following pages link to The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337):

Displaying 43 items.

• Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
• On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
• On the expected discounted penalty function for risk process with tax (Q631560) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process (Q817285) (← links)
• A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
• The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
• Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← links)
• Weak convergence approach to compound Poisson risk processes perturbed by diffusion (Q882867) (← links)
• On first and last ruin times of Gaussian processes (Q935830) (← links)
• The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
• The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
• On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
• The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
• From ruin theory to pricing reset guarantees and perpetual put options (Q1293806) (← links)
• On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
• On the moments of the surplus process perturbed by diffusion. (Q1413363) (← links)
• Distribution of deficit at ruin for a PDMP insurance risk model (Q1432871) (← links)
• Explicit expressions for some distributions related to ruin problems (Q1871513) (← links)
• Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
• Some distributions for classical risk process that is perturbed by diffusion (Q1974039) (← links)
• Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate (Q2325320) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
• When does surplus reach a certain level before ruin? (Q2485527) (← links)
• On a Classical Risk Model with a Constant Dividend Barrier (Q3010447) (← links)
• Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
• Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← 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)
• A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
• A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
• “On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009 (Q5029066) (← links)
• Optimal investment and premium control for insurers with ambiguity (Q5077411) (← links)
• The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate (Q5077961) (← links)
• Ruin probabilities for the phase-type dual model perturbed by diffusion (Q5079163) (← links)
• The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
• The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
• On the ruin probabilities for a general perturbed renewal risk process (Q6116895) (← links)
• Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)