Pages that link to "Item:Q966097"
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The following pages link to On a discrete risk model with two-sided jumps (Q966097):
Displaying 6 items.
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- On a discrete risk model with delayed claims and a randomized dividend strategy (Q738487) (← links)
- A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
- A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)