The following pages link to (Q5302587):
Displayed 31 items.
- A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks (Q517928) (← links)
- On ruin probability and aggregate claim representations for Pareto claim size distributions (Q659155) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- Large deviations: An introduction to 2007 Abel prize (Q943020) (← links)
- A Haar-like construction for the Ornstein Uhlenbeck process (Q944969) (← links)
- On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
- Some closure properties for subexponential distributions (Q1012113) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Ruin probabilities and decompositions for general perturbed risk processes. (Q1879913) (← links)
- On the evaluation of risk models with bivariate integer-valued time series (Q2058429) (← links)
- Moments and polynomial expansions in discrete matrix-analytic models (Q2145823) (← links)
- Ruin probability for finite Erlang mixture claims via recurrence sequences (Q2157431) (← links)
- Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
- Nonparametric inference for the joint distribution of recurrent marked variables and recurrent survival time (Q2356623) (← links)
- Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model (Q2421399) (← links)
- A \(d\)-person differential game with state space constraints (Q2480786) (← links)
- A multidimensional ruin problem and an associated notion of duality (Q2816623) (← links)
- Convolutions of Long-Tailed and Subexponential Distributions (Q3182430) (← links)
- Prediction in a mixed Poisson cluster model (Q3186008) (← links)
- Average optimality for Markov decision processes in borel spaces: a new condition and approach (Q3410916) (← links)
- CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS (Q3521211) (← links)
- (Q3552446) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- From ruin theory to solvency in non-life insurance (Q4576911) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- Subexponential potential asymptotics with applications (Q5055328) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- The Minimal Entropy Martingale Measure for Exponential Markov Chains (Q5299561) (← links)
- (Q5389856) (← links)
- Optimal reinsurance under mean-variance premium principles (Q5938028) (← links)