Pages that link to "Item:Q5140646"
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The following pages link to Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646):
Displaying 6 items.
- Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (Q882869) (← links)
- Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293) (← links)
- Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
- Extremes of reflecting Gaussian processes on discrete grid (Q6140906) (← links)
- Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation (Q6534849) (← links)
- Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance (Q6596379) (← links)
