Pages that link to "Item:Q1413299"

The following pages link to A generalized defective renewal equation for the surplus process perturbed by diffusion. (Q1413299):

Displaying 50 items.

• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion (Q318682) (← links)
• On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
• Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
• Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
• The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
• On the Gerber-Shiu function and change of measure (Q659175) (← links)
• An insurance risk model with stochastic volatility (Q659182) (← links)
• On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
• The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process (Q817285) (← links)
• A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
• Weak convergence approach to compound Poisson risk processes perturbed by diffusion (Q882867) (← links)
• Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
• The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
• On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
• An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
• On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
• The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
• On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
• The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337) (← links)
• On the moments of the surplus process perturbed by diffusion. (Q1413363) (← links)
• On the expectations of the present values of the time of ruin perturbed by diffusion. (Q1413409) (← links)
• Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
• Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
• The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← 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)
• On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
• On a risk model with randomized dividend-decision times (Q2438420) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← 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)
• First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
• On a perturbed compound Poisson model with varying premium rates (Q2628181) (← 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)
• Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
• Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297) (← links)
• Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605) (← 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)