Pages that link to "Item:Q2443226"

The following pages link to An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226):

Displaying 50 items.

• Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
• Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
• The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory (Q776143) (← links)
• Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise (Q776148) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
• Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation (Q2030993) (← links)
• Robust portfolio selection for individuals: minimizing the probability of lifetime ruin (Q2031384) (← links)
• Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise (Q2087500) (← links)
• Multi-innovation gradient estimation algorithms and convergence analysis for feedback nonlinear equation-error moving average systems (Q2096137) (← links)
• Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems (Q2181393) (← links)
• A recursive parameter estimation algorithm for modeling signals with multi-frequencies (Q2193644) (← links)
• Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498) (← links)
• The impact of financial risks on financial investment in infrastructure: based on a two-factor stochastic differential equation (Q2244403) (← links)
• Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model (Q2293618) (← links)
• Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise (Q5000698) (← links)
• Separable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systems (Q5003429) (← links)
• Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems (Q5026619) (← links)
• Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises (Q5026778) (← links)
• Separable multi-innovation Newton iterative modeling algorithm for multi-frequency signals based on the sliding measurement window (Q6042570) (← links)
• Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion (Q6053746) (← links)
• Instrumental variable‐based multi‐innovation gradient estimation for nonlinear systems with scarce measurements (Q6054508) (← links)
• Decomposition‐based over‐parameterization forgetting factor stochastic gradient algorithm for Hammerstein‐Wiener nonlinear systems with non‐uniform sampling (Q6060476) (← links)
• Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise (Q6061284) (← links)
• Overall recursive least squares and overall stochastic gradient algorithms and their convergence for feedback nonlinear controlled autoregressive systems (Q6063758) (← links)
• Auxiliary model‐based recursive least squares algorithm for two‐input single‐output Hammerstein output‐error moving average systems by using the hierarchical identification principle (Q6069288) (← links)
• Identification of the nonlinear systems based on the kernel functions (Q6071550) (← links)
• Maximum likelihood least squares‐based iterative methods for output‐error bilinear‐parameter models with colored noises (Q6078915) (← links)
• Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory (Q6082923) (← links)
• Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector (Q6085140) (← links)
• Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data (Q6099491) (← links)
• Separable synthesis gradient estimation methods and convergence analysis for multivariable systems (Q6099494) (← links)
• Model transformation based distributed stochastic gradient algorithm for multivariate output-error systems (Q6109472) (← links)
• Recursive identification of errors-in-variables systems based on the correlation analysis (Q6135540) (← links)
• Parameter estimation for a class of time‐varying systems with the invariant matrix (Q6149782) (← links)
• Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea (Q6193184) (← links)
• Multi‐innovation gradient‐based iterative identification methods for feedback nonlinear systems by using the decomposition technique (Q6194657) (← links)
• Maximum likelihood-based adaptive differential evolution identification algorithm for multivariable systems in the state-space form (Q6493450) (← links)
• Parameter estimation for time-delay systems based on the frequency responses and harmonic balance methods (Q6493459) (← links)
• Hierarchical recursive signal modeling for multifrequency signals based on discrete measured data (Q6493659) (← links)
• Recursive least squares estimation methods for a class of nonlinear systems based on non-uniform sampling (Q6494672) (← links)
• Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory (Q6494697) (← links)
• A novel nonlinear optimization method for fitting a noisy Gaussian activation function (Q6495669) (← links)
• Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems (Q6598747) (← links)
• Improved least-squares identification for multiple-output non-linear stochastic systems (Q6598862) (← links)
• Partially-coupled gradient-based iterative algorithms for multivariable output-error-like systems with autoregressive moving average noises (Q6609022) (← links)
• Parameter estimation for a multi-input multi-output state-space system with unmeasurable states through the data filtering technique (Q6611544) (← links)
• Parameter estimation methods of linear continuous-time time-delay systems from multi-frequency response data (Q6612083) (← links)