Pages that link to "Item:Q5430569"
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The following pages link to Markov-modulated diffusion risk models (Q5430569):
Displaying 15 items.
- Compound binomial risk model in a Markovian environment (Q704419) (← links)
- Markovian risk process (Q940360) (← links)
- Option pricing model based on a Markov-modulated diffusion with jumps (Q985996) (← links)
- On the functional and local limit theorems for Markov modulated compound Poisson processes (Q1687203) (← links)
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
- Statistical inference for partially observed Markov-modulated diffusion risk model (Q2152230) (← links)
- Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
- Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
- When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) (← links)
- On Itô's formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions (Q2667604) (← links)
- Implications for hedging of the choice of driving process for one-factor Markov-functional models (Q2853380) (← links)
- Bayesian Estimation for the Markov-Modulated Diffusion Risk Model (Q3296428) (← links)
- (Q3373434) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- Continuous-time Markov analysis for risk evaluation (Q5400709) (← links)
