Pages that link to "Item:Q2260949"
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The following pages link to Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949):
Displayed 6 items.
- Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
- A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- Poissonian potential measures for Lévy risk models (Q1799648) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)