Pages that link to "Item:Q660145"
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The following pages link to On a class of stochastic models with two-sided jumps (Q660145):
Displaying 11 items.
- The expected discounted penalty function under a renewal risk model with stochastic income (Q434650) (← links)
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
- A Markov additive risk process with a dividend barrier (Q2837755) (← links)
- Two-Sided Estimates for Distribution Densities in Models with Jumps (Q2914792) (← links)
- A two-state jump model (Q4647253) (← links)
- Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes (Q4818626) (← links)
- On a Stochastic Model for a Cooperative Banking Scheme for Microcredit (Q5005716) (← links)
- The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
- Stochastic fluid models with upward jumps and phase transitions (Q6164834) (← links)
