Pages that link to "Item:Q2276269"
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The following pages link to A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269):
Displaying 10 items.
- Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
- Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
- Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
- Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
- A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475) (← links)
- On a discrete Markov-modulated risk model with random premium income and delayed claims (Q2209646) (← links)
- Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)
- A markov-modulated risk model with transaction costs and threshold dividend strategy (Q6171882) (← links)
