Pages that link to "Item:Q2654186"

The following pages link to The perturbed compound Poisson risk model with two-sided jumps (Q2654186):

Displaying 39 items.

• A hyper-Erlang jump-diffusion process and applications in finance (Q328100) (← links)
• On a dual model with barrier strategy (Q442880) (← links)
• On the discounted penalty at ruin in a jump-diffusion model (Q532942) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• A hyper-exponential jump-diffusion model under the barrier dividend strategy (Q902399) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
• Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
• Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
• On the distribution of classic and some exotic ruin times (Q2010893) (← links)
• A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
• Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• Blockchain mining in pools: analyzing the trade-off between profitability and ruin (Q2155859) (← links)
• The ruin problem in a renewal risk model with two-sided jumps (Q2256435) (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
• Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
• The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
• Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
• On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
• A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
• Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
• Estimating the Gerber–Shiu function by Fourier–Sinc series expansion (Q4577210) (← links)
• Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
• On a Stochastic Model for a Cooperative Banking Scheme for Microcredit (Q5005716) (← links)
• The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
• (Q6121715) (← links)
• The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
• On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)
• Optimal dividends and capital injection: a general Lévy model with extensions to regime-switching models (Q6665601) (← links)