Pages that link to "Item:Q479172"
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The following pages link to An insurance risk model with Parisian implementation delays (Q479172):
Displaying 13 items.
- Parisian ruin probability - the De Vylder type approximation (Q5062353) (← links)
- Discounted probability of exponential parisian ruin: Diffusion approximation (Q5067209) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- The Omega-model with two bankruptcy rates (Q5157350) (← links)
- On the time spent in the red by a refracted L\'evy risk process (Q5176527) (← links)
- A unified approach to ruin probabilities with delays for spectrally negative Lévy processes (Q5193492) (← links)
- Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
- Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
- On fluctuation-theoretic decompositions via Lindley-type recursions (Q6056574) (← links)
- Ruin probabilities as functions of the roots of a polynomial (Q6166247) (← links)
- Approximating the classical risk process by stable Lévy motion (Q6169664) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)