Pages that link to "Item:Q882865"
From MaRDI portal
The following pages link to A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865):
Displaying 8 items.
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- On minimizing the ultimate ruin probability of an insurer by reinsurance (Q2336999) (← links)
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
- Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments (Q2513601) (← links)
- Numerical solution of a system of two first order Volterra integro-differential equations arising in ultimate ruin theory (Q2895134) (← links)
- (Q3300168) (← links)
- (Q4430539) (← links)
- Evaluating ruin probabilities: a streamlined approach (Q5049867) (← links)