Pages that link to "Item:Q708790"
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The following pages link to A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790):
Displaying 7 items.
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
- Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877) (← links)
- Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims (Q1703033) (← links)
- Saddlepoint approximations to tail probabilities and quantiles of inhomogeneous discounted compound Poisson processes with periodic intensity functions (Q1930449) (← links)
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
- A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes (Q2344885) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)