Pages that link to "Item:Q344244"
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The following pages link to Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244):
Displaying 10 items.
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
- The log-asset dynamic with Euler-Maruyama scheme under Wishart processes (Q2068271) (← links)
- Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
- Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
- Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
- On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching (Q6630461) (← links)
