Pages that link to "Item:Q2256435"
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The following pages link to The ruin problem in a renewal risk model with two-sided jumps (Q2256435):
Displaying 7 items.
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps (Q1630005) (← links)
- The mean chance of ultimate ruin time in random fuzzy insurance risk model (Q1800247) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
- Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes (Q4685703) (← links)
- On a Stochastic Model for a Cooperative Banking Scheme for Microcredit (Q5005716) (← links)
- On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)