Markov process functionals in finance and insurance (Q846781): Difference between revisions

@@ Property / cites work @@
+Best rational approximation to Markov functions
@@ Property / cites work: Best rational approximation to Markov functions / rank @@
+Normal rank
@@ Property / cites work @@
+A Markov property for set-indexed processes
@@ Property / cites work: A Markov property for set-indexed processes / rank @@
+Normal rank
@@ Property / cites work @@
+MARKOV REPRESENTATIONS OF STOCHASTIC SYSTEMS
@@ Property / cites work: MARKOV REPRESENTATIONS OF STOCHASTIC SYSTEMS / rank @@
+Normal rank
@@ Property / cites work @@
+Q-Markov random probability measures and their posterior distributions.
+Normal rank
@@ Property / cites work @@
+Linear dynamics for the state vector of Markov chain functions
+Normal rank
@@ Property / cites work @@
+Q4040434
@@ Property / cites work: Q4040434 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability of ruin with variable premium rate in a Markovian environment
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Probability of ruin with variable premium rate
@@ Property / cites work: Probability of ruin with variable premium rate / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
+Normal rank
@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and investment under interest force in the presence of regularly varying tails
+Normal rank