Perturbed Risk Processes Analyzed as Fluid Flows (Q3396380): Difference between revisions

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+Stationary distributions for fluid flow models with or without brownian noise
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+The use of vector-valued martingales in risk theory
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+Risk processes analyzed as fluid queues
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps
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+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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+The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
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+The time to ruin for a class of Markov additive risk process with two-sided jumps
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+Q3923308
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+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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+On Erlang(2) Risk Process Perturbed by Diffusion
@@ Property / cites work: On Erlang(2) Risk Process Perturbed by Diffusion / rank @@
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