Pages that link to "Item:Q550085"

The following pages link to The joint distributions of some actuarial diagnostics for the jump-diffusion risk process (Q550085):

Displaying 6 items.

• The joint distributions of several important actuarial diagnostics in the classical risk model. (Q1413331) (← links)
• The joint density function of three characteristics on jump-diffusion risk process. (Q1413411) (← links)
• Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps (Q1630005) (← links)
• Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
• Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes (Q4685703) (← links)
• (Q5425166) (← links)