Pages that link to "Item:Q1413337"

The following pages link to The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337):

Displaying 31 items.

• On the expected discounted penalty function for risk process with tax (Q631560) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
• The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
• Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← links)
• On first and last ruin times of Gaussian processes (Q935830) (← links)
• The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
• The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← 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)
• Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
• Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate (Q2325320) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
• When does surplus reach a certain level before ruin? (Q2485527) (← links)
• On a Classical Risk Model with a Constant Dividend Barrier (Q3010447) (← 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)
• Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
• On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
• A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
• A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
• Optimal investment and premium control for insurers with ambiguity (Q5077411) (← links)
• The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate (Q5077961) (← links)
• Ruin probabilities for the phase-type dual model perturbed by diffusion (Q5079163) (← links)
• The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
• On the ruin probabilities for a general perturbed renewal risk process (Q6116895) (← links)
• Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)