Pages that link to "Item:Q2296488"

The following pages link to Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488):

Displaying 9 items.

• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
• Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
• Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← links)
• Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)
• Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)