Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121): Difference between revisions

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+Ruin in the perturbed compound Poisson risk process under interest force
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Exponential inequalities for ruin probabilities of risk processes 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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+The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
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+Risk theory in a stochastic economic environment
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+Q3997782
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+Ruin probabilities in perturbed risk models
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+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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+On the discounted distribution functions of the surplus process perturbed by diffusion.
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+On the expectations of the present values of the time of ruin perturbed by diffusion.
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+On the moments of the surplus process perturbed by diffusion.
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+Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
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+A decomposition of the ruin probability for the risk process perturbed by diffusion
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