Pages that link to "Item:Q1641139"
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The following pages link to Banach contraction principle and ruin probabilities in regime-switching models (Q1641139):
Displaying 9 items.
- Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419) (← links)
- Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes (Q5031036) (← links)
- Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (Q5042786) (← links)
- Banach contraction principle, <i>q</i>-scale function and ultimate ruin probability under a Markov-modulated classical risk model (Q5073018) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
- (Q5091888) (← links)
- <i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model (Q5878641) (← links)
