The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model (Q3634588): Difference between revisions

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+Affine processes and applications in finance
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+Normal rank
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+Ruin probabilities and penalty functions with stochastic rates of interest
+Normal rank
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+Ruin probabilities for a~risk process with stochastic return on investments.
+Normal rank
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+Ruin problems with assets and liabilities of diffusion type
+Normal rank
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+Power tailed ruin probabilities in the presence of risky investments.
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+A survey and some generalizations of Bessel processes
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+Distributions for the risk process with a stochastic return on investments.
+Normal rank