Pages that link to "Item:Q297901"
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The following pages link to On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901):
Displaying 9 items.
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects (Q2152720) (← links)
- Asynchronous dissipative control design for semi-Markovian jump systems with uncertain probability distribution functions of sojourn-time (Q2242064) (← links)
- A unifying approach to the analysis of business with random gains (Q2866303) (← links)
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
- On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062) (← links)
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects (Q6585497) (← links)
