The following pages link to Martingales and insurance risk (Q3831908):
Displaying 50 items.
- Optimal strategies for impulse control of piecewise deterministic Markov processes (Q510120) (← links)
- Ruin theory with excess of loss reinsurance and reinstatements (Q548371) (← links)
- Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
- A multivariate stochastic hybrid model with switching coefficients and jumps: solution and distribution (Q642452) (← links)
- On the total operating costs up to default in a renewal risk model (Q659143) (← links)
- On the time value of absolute ruin with tax (Q659184) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
- Doubly periodic non-homogeneous Poisson models for hurricane data (Q713630) (← links)
- Absolute ruin in the compound Poisson risk model with constant dividend barrier (Q730714) (← links)
- Occupation measure and local time of classical risk processes (Q817294) (← links)
- Mathematical model of banking operation (Q891720) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- Ruin probabilities of a surplus process described by PDMPs (Q925989) (← links)
- On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
- The use of vector-valued martingales in risk theory (Q949432) (← links)
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- The distribution of the interval between events of a Cox process with shot noise intensity (Q1009401) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Classical risk theory in an economic environment (Q1091069) (← links)
- Computational methods in risk theory: a matrix-algorithmic approach (Q1185319) (← links)
- Ruin theory with compounding assets -- a survey (Q1265912) (← links)
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919) (← links)
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
- On the distribution of the surplus of the D-E model prior to and at ruin (Q1302135) (← links)
- On some measures of the severity of ruin in the classical Poisson model (Q1333587) (← links)
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323) (← links)
- Aspects of prospective mean values in risk theory (Q1381456) (← links)
- The effect of interest on negative surplus (Q1381469) (← links)
- Distribution of deficit at ruin for a PDMP insurance risk model (Q1432871) (← links)
- Study of a risk model based on the entrance process (Q1776343) (← links)
- The first exit time and ruin time for a risk process with reserve-dependent income. (Q1871355) (← links)
- Ruin theory for the risk process described by PDMPs (Q1873582) (← links)
- Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898) (← links)
- On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (Q1958723) (← links)
- Approximations of piecewise deterministic Markov processes and their convergence properties (Q2093693) (← links)
- Applications of a change of measures technique for compound mixed renewal processes to the ruin problem (Q2122922) (← links)
- Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
- Ruin probabilities under capital constraints (Q2273995) (← links)
- On absolute ruin minimization under a diffusion approximation model (Q2276211) (← links)
- A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
- Risk theory in a stochastic economic environment (Q2368172) (← links)
- On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
- Ruin by dynamic contagion claims (Q2444709) (← links)
- On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
- Optimizing venture capital investments in a jump diffusion model (Q2482689) (← links)
- The expected time to ruin in a risk process with constant barrier via martingales (Q2581777) (← links)
- Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← links)
