Pages that link to "Item:Q1016634"
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The following pages link to On differentiability of ruin functions under Markov-modulated models (Q1016634):
Displaying 13 items.
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
- Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
- On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
- Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
- Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
- Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
- Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
- Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605) (← links)
- Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest (Q3535639) (← links)
- DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES (Q5419647) (← links)
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
