Pages that link to "Item:Q1265935"

The following pages link to On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935):

Displaying 36 items.

• The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
• A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
• An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (Q2276257) (← links)
• A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
• The perturbed dual risk model with constant interest and a threshold dividend strategy (Q2319336) (← links)
• The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
• A note on the convexity of ruin probabilities (Q2397848) (← links)
• Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
• First exit from an open set for a matrix-exponential Lévy process (Q2406785) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• On the stop-loss transform and order for the surplus process perturbed by diffusion (Q2507619) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
• Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
• Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420) (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
• Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121) (← links)
• On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
• On the ordering of ruin probabilities for the surplus process perturbed by diffusion (Q3077736) (← links)
• A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
• A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps (Q3182400) (← links)
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
• Ruin in the perturbed compound Poisson risk process under interest force (Q5697204) (← links)
• (Q6121715) (← links)
• A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
• Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)