Pages that link to "Item:Q2282962"
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The following pages link to Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962):
Displaying 15 items.
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
- Ruin probabilities for a Sparre Andersen model with investments (Q2066959) (← links)
- Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds (Q2267549) (← links)
- Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
- Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878) (← links)
- Uniform asymptotics of ruin probabilities for Lévy processes (Q2869219) (← links)
- On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case (Q3094470) (← links)
- Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior (Q5087008) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- (Q5167113) (← links)
- Ruin probabilities of small noise jump‐diffusions with heavy tails (Q5901445) (← links)
- Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments (Q6074006) (← links)
- An Asymptotic Result on Catastrophe Insurance Losses (Q6583015) (← links)
