Pages that link to "Item:Q1962823"

The following pages link to Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique (Q1962823):

Displaying 8 items.

• Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
• Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model (Q878214) (← links)
• A solution to the ruin problem for Pareto distributions. (Q1413341) (← links)
• On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
• Practical approximations for multivariate characteristics of risk processes (Q1974037) (← links)
• A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
• Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails (Q2323676) (← links)
• Evaluation and default time for companies with uncertain cash flows (Q2347118) (← links)