Pages that link to "Item:Q479171"
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The following pages link to Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171):
Displaying 6 items.
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207) (← links)
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
- ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (Q3393972) (← links)
- The stability of the probability of ruin (Q5106731) (← links)