Pages that link to "Item:Q2276235"
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The following pages link to An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235):
Displaying 10 items.
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- An application of fractional differential equations to risk theory (Q2274229) (← links)
- Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach (Q2445353) (← links)
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
- On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (Q2514605) (← links)
- Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
- Some extensions of the residual lifetime and its connection to the cumulative residual entropy (Q2894062) (← links)
- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)
