Pages that link to "Item:Q1956034"
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The following pages link to On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034):
Displaying 9 items.
- The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← links)
- On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
- ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK (Q4563783) (← links)
- On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates (Q5075498) (← links)
- On a discrete interaction risk model with delayed claims and randomized dividends (Q5093709) (← links)
- Ruin-related problems in the dual risk model under two different randomized observations (Q6164702) (← links)
