Pages that link to "Item:Q5938027"

The following pages link to A decomposition of the ruin probability for the risk process perturbed by diffusion (Q5938027):

Displaying 42 items.

• Ruin probability in compound Poisson process with investment (Q442855) (← links)
• Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
• The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
• A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
• The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
• The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
• The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
• A generalized defective renewal equation for the surplus process perturbed by diffusion. (Q1413299) (← links)
• On the expectations of the present values of the time of ruin perturbed by diffusion. (Q1413409) (← links)
• The joint density function of three characteristics on jump-diffusion risk process. (Q1413411) (← links)
• Ruin probabilities in perturbed risk process with stochastic investment and force of interest (Q1636733) (← links)
• Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (Q1902631) (← links)
• Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
• An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
• A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
• On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385) (← links)
• Ruin probability for Lévy risk process compounded by geometric Brownian motion (Q2480275) (← links)
• Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420) (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
• Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
• Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
• (Q3169797) (← links)
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
• On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
• (Q4509327) (← links)
• On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722) (← links)
• “On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion”, Jun Cai and Chengming Xu, April 2006 (Q5018723) (← links)
• Ruin probabilities for the phase-type dual model perturbed by diffusion (Q5079163) (← links)
• (Q5456085) (← links)
• The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
• (Q5468288) (← links)
• Ruin in the perturbed compound Poisson risk process under interest force (Q5697204) (← links)
• On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567) (← links)
• The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
• Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)
• The perturbed compound Poisson risk model with proportional investment (Q6178516) (← links)
• Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion (Q6556760) (← links)