Pages that link to "Item:Q903325"
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The following pages link to Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325):
Displaying 6 items.
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Approximating the classical risk process by stable Lévy motion (Q6169664) (← links)
- A note on series representation for the \(q\)-scale function of a class of spectrally negative Lévy processes (Q6569448) (← links)
- Optimal dividends and capital injection: a general Lévy model with extensions to regime-switching models (Q6665601) (← links)