Pages that link to "Item:Q2737034"
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The following pages link to The perturbed renewal equation and diffusion type approximation for risk processes (Q2737034):
Displaying 12 items.
- Risk theory for the compound Poisson process that is perturbed by diffusion (Q756904) (← links)
- Passage times in fluid models with application to risk processes (Q861546) (← links)
- Weak convergence approach to compound Poisson risk processes perturbed by diffusion (Q882867) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- An extension to the renewal theorem and an application to risk theory (Q1355738) (← links)
- The density of a passage time for a renewal-reward process perturbed by a diffusion (Q1761575) (← links)
- Cramér-Lundberg approximation for nonlinearly perturbed risk processes (Q1974044) (← links)
- Diffusion approximations for insurance risk processes (Q2803403) (← links)
- Improved Asymptotics for Ruin Probabilities (Q3193126) (← links)
- Perturbed Risk Processes Analyzed as Fluid Flows (Q3396380) (← links)
- A system of integro-differential-difference equations in risk theory, using compound birth-death processes (Q3706384) (← links)
- Nonlinearly Perturbed Stochastic Processes and Systems (Q4562185) (← links)
