Pages that link to "Item:Q1938188"
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The following pages link to Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188):
Displaying 7 items.
- Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
- Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty (Q2016682) (← links)
- A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← 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)
- (Q3389042) (← links)
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)