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

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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Q5637709
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+On the Time Value of Ruin
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+Q2801428
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+A class of approximations of ruin probabilities
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+Diffusion approximations in collective risk theory
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+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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+Analysis of a defective renewal equation arising in ruin theory
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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