Pages that link to "Item:Q1341323"
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The following pages link to Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323):
Displayed 36 items.
- Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
- Risk models with stochastic premium and ruin probability estimation (Q487109) (← links)
- On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- Probability inequalities for decomposition integrals (Q729867) (← links)
- Monitoring risk in a ruin model perturbed by diffusion (Q745469) (← links)
- The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
- Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
- Ruin theory with compounding assets -- a survey (Q1265912) (← links)
- Ruin probabilities in perturbed risk models (Q1265920) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- Ruin problem for a class of risk processes perturbed by diffusion (Q1861006) (← links)
- Ruin theory for the risk process described by PDMPs (Q1873582) (← links)
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (Q1902631) (← links)
- Bounds on the tails of convolutions of compound distributions (Q1921980) (← links)
- The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
- A generalization of risk model perturbed by diffusion (Q1970740) (← links)
- Some distributions for classical risk process that is perturbed by diffusion (Q1974039) (← links)
- Uncertain insurance risk process with multiple classes of claims (Q2183000) (← links)
- Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
- Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121) (← links)
- Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
- Perturbed Risk Processes Analyzed as Fluid Flows (Q3396380) (← links)
- On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
- Risk processes perturbed by α-stable Lévy motion (Q4235014) (← links)
- Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560) (← links)
- Sub-optimal investment for insurers (Q5077500) (← links)
- Stochastic calculus in a risk model with stochastic return on investments (Q5086621) (← links)
- The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
- Asymptotics of ruin probabilities for controlled risk processes in the small claims case (Q5467663) (← links)
- On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567) (← links)
- Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison (Q5718368) (← links)
- Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion (Q5938024) (← links)