Pages that link to "Item:Q1902631"

The following pages link to Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (Q1902631):

Displaying 34 items.

• Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
• Quantile hedging for guaranteed minimum death benefits (Q659169) (← links)
• On the Gerber-Shiu function and change of measure (Q659175) (← links)
• Conditional law of risk processes given that ruin occurs (Q659222) (← links)
• Monitoring risk in a ruin model perturbed by diffusion (Q745469) (← links)
• Tail asymptotics for the maximum of perturbed random walk (Q862212) (← links)
• Asymptotic results for perturbed risk processes with delayed claims (Q868326) (← links)
• Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (Q927361) (← links)
• The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• A new aspect of a risk process and its statistical inference (Q1003819) (← links)
• Ruin probabilities in perturbed risk models (Q1265920) (← links)
• EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (Q1688729) (← links)
• Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes. (Q1879901) (← links)
• The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
• Some distributions for classical risk process that is perturbed by diffusion (Q1974039) (← links)
• A renewal theorem and supremum of a perturbed random walk (Q1990051) (← links)
• A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles (Q2309772) (← links)
• Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← 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)
• 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)
• An optimal stopping problem in risk theory (Q4367769) (← links)
• Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
• A risk model driven by Lévy processes (Q4827960) (← links)
• Sub-optimal investment for insurers (Q5077500) (← links)
• Markov-modulated diffusion risk models (Q5430569) (← 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)
• Diffusion approximations for the maximum of a perturbed random walk (Q5697196) (← links)
• On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567) (← links)
• Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion (Q5938024) (← links)