Pages that link to "Item:Q784454"
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The following pages link to Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation (Q784454):
Displaying 11 items.
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (Q1902631) (← links)
- Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562) (← links)
- Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes (Q2890084) (← links)
- (Q4899359) (← links)
- Optimal Dividend Problem: Asymptotic Analysis (Q4990517) (← links)
- Discounted probability of exponential parisian ruin: Diffusion approximation (Q5067209) (← links)
- Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)
- Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)
- Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
- Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity (Q6169660) (← links)
- Approximating the classical risk process by stable Lévy motion (Q6169664) (← links)
