On the ordering of ruin probabilities for the surplus process perturbed by diffusion (Q3077736): Difference between revisions

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+https://doi.org/10.1080/03461230801980417
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+W2053332315
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+On the \(n\)th stop-loss transform order of ruin probability.
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+Q3314810
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+Ordering claim size distributions and mixed Poisson probabilities
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+Q4679848
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+Stochastic orders
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+On the expectations of the present values of the time of ruin perturbed by diffusion.
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+On the stop-loss transform and order for the surplus process perturbed by diffusion
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+Publication:3077736