Pages that link to "Item:Q1965872"
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The following pages link to Present value distributions with applications to ruin theory and stochastic equations (Q1965872):
Displaying 50 items.
- An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
- Law of the absorption time of some positive self-similar Markov processes (Q414288) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912) (← links)
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
- On the infinite divisibility of inverse beta distributions (Q888493) (← links)
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails (Q938042) (← links)
- Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes (Q1011157) (← links)
- Law of the exponential functional of one-sided Lévy processes and Asian options (Q1012394) (← links)
- Ruin probability of the renewal model with risky investment and large claims (Q1042994) (← links)
- Ruin theory with compounding assets -- a survey (Q1265912) (← links)
- Martingales, scale functions and stochastic life annuities: A note (Q1293823) (← links)
- The present value of a stochastic perpetuity and the gamma distribution (Q1381480) (← links)
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384) (← links)
- Optimal asset allocation in life annuities: a note. (Q1413310) (← links)
- On the expectations of the present values of the time of ruin perturbed by diffusion. (Q1413409) (← links)
- Some results for classical risk process with stochastic return on investments (Q1566069) (← links)
- On the ruin probabilities in a general economic environment (Q1613645) (← links)
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
- Distributions for the risk process with a stochastic return on investments. (Q1766007) (← links)
- Sharp conditions for certain ruin in a risk process with stochastic return on investments (Q1805763) (← links)
- On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
- Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
- On the distribution of a randomly discounted compound Poisson process (Q1915839) (← links)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- On the law of killed exponential functionals (Q2042822) (← links)
- Invariance principles for clocks (Q2091527) (← links)
- Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes (Q2184573) (← links)
- Revisiting integral functionals of geometric Brownian motion (Q2197607) (← links)
- Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
- On distributions of exponential functionals of the processes with independent increments (Q2218142) (← links)
- On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions (Q2279610) (← links)
- Exact inference for random Dirichlet means (Q2492806) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- Explicit Formulae in Probability and in Statistical Physics (Q2798593) (← links)
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) (← links)
- Financial jeopardy (Q4610211) (← links)
- NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS (Q4629476) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- On Exponential Functionals of Processes with Independent Increments (Q4961777) (← links)
- Stochastic calculus in a risk model with stochastic return on investments (Q5086621) (← links)
- On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
- On the Range of Exponential Functionals of Lévy Processes (Q5270102) (← links)
- The Mean of Marshall–Olkin-Dependent Exponential Random Variables (Q5272897) (← links)
- Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
- Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021) (← links)
- On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments (Q5421588) (← links)
- Transient Moments of the TCP Window Size Process (Q5459916) (← links)
