Pages that link to "Item:Q600333"
From MaRDI portal
The following pages link to A local asymptotic result for ruin probability of the compound Poisson model perturbed by diffusion (Q600333):
Displaying 5 items.
- Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
- Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model (Q874849) (← links)
- Asymptotic estimates for the probability of ruin in a Poisson model with diffusion (Q1318550) (← links)
- The local principle of large deviations for compound Poisson process with catastrophes (Q2233652) (← links)
- (Q5468288) (← links)