Weak convergence approach to compound Poisson risk processes perturbed by diffusion (Q882867): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2005.02.007
@@ Property / DOI: 10.1016/j.insmatheco.2005.02.007 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2033515659
@@ Property / OpenAlex ID: W2033515659 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk theory for the compound Poisson process that is perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+Q5637709
@@ Property / cites work: Q5637709 / rank @@
+Normal rank
@@ Property / cites work @@
+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Q2801428
@@ Property / cites work: Q2801428 / rank @@
+Normal rank
@@ Property / cites work @@
+A class of approximations of ruin probabilities
@@ Property / cites work: A class of approximations of ruin probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion approximations in collective risk theory
+Normal rank
@@ Property / cites work @@
+On a general class of renewal risk process: analysis of the Gerber-Shiu function
+Normal rank
@@ Property / cites work @@
+Analysis of a defective renewal equation arising in ruin theory
+Normal rank
@@ Property / cites work @@
+A generalized defective renewal equation for the surplus process perturbed by diffusion.
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2005.02.007
@@ Property / DOI: 10.1016/J.INSMATHECO.2005.02.007 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:882867