Pages that link to "Item:Q5490570"
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The following pages link to Risk Theory with the Generalized Inverse Gaussian Lévy Process (Q5490570):
Displaying 10 items.
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- Saddlepoint approximation for the generalized inverse Gaussian Lévy process (Q2141580) (← links)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
- A general risk process and its properties (Q3992287) (← links)
- (Q4816440) (← links)
- On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745) (← links)