Pages that link to "Item:Q1724420"
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The following pages link to The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420):
Displaying 5 items.
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps (Q1630005) (← links)
- A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
- A Direct Approach to a First-Passage Problem with Applications in Risk Theory (Q3094228) (← links)
- Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
- Characterizations of random walks on random lattices and their ramifications (Q5216266) (← links)
