Pages that link to "Item:Q896775"
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The following pages link to On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775):
Displaying 16 items.
- The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Poissonian potential measures for Lévy risk models (Q1799648) (← links)
- A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
- Parisian ruin for a refracted Lévy process (Q2397862) (← links)
- Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
- Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588) (← links)
- On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
- A temporal approach to the Parisian risk model (Q4684940) (← links)
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
- An excursion theoretic approach to Parisian ruin problem (Q6607483) (← links)
