Pages that link to "Item:Q4667992"
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The following pages link to Ruin probabilities for competing claim processes (Q4667992):
Displaying 17 items.
- A distributional equality for suprema of spectrally positive Lévy processes (Q325896) (← links)
- Occupation times of refracted Lévy processes (Q482802) (← links)
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues (Q492102) (← links)
- On suprema of Lévy processes and application in risk theory (Q731712) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- Ruin probabilities allowing for delay in claims settlement (Q1058802) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Ruin probabilities for two collaborating insurance companies (Q4999842) (← links)
- Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)
