Pages that link to "Item:Q2868606"
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The following pages link to On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606):
Displaying 5 items.
- A class of Sparre Andersen risk process (Q610720) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
- Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
- Spectrally negative Lévy processes with applications in risk theory (Q2726729) (← links)