A risk model driven by Lévy processes (Q4827960): Difference between revisions

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-.1002/asmb.492
@@ Property / DOI: 10.1002/asmb.492 / rank @@
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+Aspects of risk theory
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+Q4937701
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+Normal rank
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+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
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+The normal inverse gaussian lévy process: simulation and approximation
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+Hyperbolic distributions in finance
@@ Property / cites work: Hyperbolic distributions in finance / rank @@
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+Lévy processes in finance: A remedy to the non-stationarity of continuous martingales
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+A class of approximations of ruin probabilities
@@ Property / cites work: A class of approximations of ruin probabilities / rank @@
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+Processes that can be embedded in Brownian motion
@@ Property / cites work: Processes that can be embedded in Brownian motion / rank @@
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+On the computation of aggregate claims distributions: some new approximations
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+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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+Statistical properties of the generalized inverse Gaussian distribution
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+Lévy processes, polynomials and martingales
@@ Property / cites work: Lévy processes, polynomials and martingales / rank @@
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+Stochastic processes and orthogonal polynomials
@@ Property / cites work: Stochastic processes and orthogonal polynomials / rank @@
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+Processes of Meixner type
@@ Property / cites work: Processes of Meixner type / rank @@
+Normal rank
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+Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
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+Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Q4486401
@@ Property / cites work: Q4486401 / rank @@
+Normal rank
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+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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+Approximations of small jumps of Lévy processes with a view towards simulation
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+Q4431597
@@ Property / cites work: Q4431597 / rank @@
+Normal rank
@@ Property / DOI @@
+.1002/ASMB.492
@@ Property / DOI: 10.1002/ASMB.492 / rank @@
+Normal rank