Pages that link to "Item:Q1915839"
From MaRDI portal
The following pages link to On the distribution of a randomly discounted compound Poisson process (Q1915839):
Displayed 12 items.
- On exponential functionals of Lévy processes (Q495707) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails (Q938042) (← links)
- A new formula for some linear stochastic equations with applications (Q968770) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Securitization of motor insurance loss rate risks (Q1003816) (← links)
- Asymptotic normality of discounted random series with applications in reliability and queueing (Q1362531) (← links)
- Present value distributions with applications to ruin theory and stochastic equations (Q1965872) (← links)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions (Q2279610) (← links)
- NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS (Q4629476) (← links)
- On the Range of Exponential Functionals of Lévy Processes (Q5270102) (← links)