Pages that link to "Item:Q2137021"
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The following pages link to Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021):
Displaying 3 items.
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
- Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals (Q2684938) (← links)
- On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes (Q6570498) (← links)
