On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802): Difference between revisions

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+Generalized Poisson Models and their Applications in Insurance and Finance
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+Asymptotic behavior of generalized risk processes
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+Normal rank
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+Ruin probabilities and penalty functions with stochastic rates of interest
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+The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Q3868650
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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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+Power tailed ruin probabilities in the presence of risky investments.
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+Q4651075
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+Risk theory in a stochastic economic environment
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+Ruin theory with compounding assets -- a survey
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+Ruin theory with stochastic return on investments
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+Risk process with random income
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+On the discounted distribution functions of 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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+On the expectations of the present values of the time of ruin 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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+Some distributions for classical risk process that is perturbed by diffusion
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+Ruin probabilities for a~risk process with stochastic return on investments.
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+On the renewal risk process with stochastic interest
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+The joint density function of three characteristics on jump-diffusion risk process.
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