Pages that link to "Item:Q429991"
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The following pages link to Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991):
Displaying 8 items.
- A local asymptotic result for ruin probability of the compound Poisson model perturbed by diffusion (Q600333) (← links)
- Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model (Q874849) (← links)
- Approximations for the moments of ruin time in the compound Poisson model (Q998281) (← links)
- Asymptotic estimates for the probability of ruin in a Poisson model with diffusion (Q1318550) (← links)
- Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
- Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
- (Q3071695) (← links)
- On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)