Pages that link to "Item:Q1003336"

The following pages link to An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336):

Displaying 12 items.

• Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time (Q373591) (← links)
• An algebraic operator approach to the analysis of Gerber-Shiu functions (Q659180) (← links)
• An insurance risk model with stochastic volatility (Q659182) (← links)
• Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
• Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
• An application of fractional differential equations to risk theory (Q2274229) (← links)
• First exit from an open set for a matrix-exponential Lévy process (Q2406785) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
• A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps (Q3182400) (← links)