Pages that link to "Item:Q2684942"
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The following pages link to Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942):
Displaying 6 items.
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
- Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)
- Optimal dividends and capital injection: a general Lévy model with extensions to regime-switching models (Q6665601) (← links)