Pages that link to "Item:Q2282962"
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The following pages link to Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962):
Displaying 7 items.
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- Ruin probabilities for a Sparre Andersen model with investments (Q2066959) (← links)
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
- Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878) (← links)
- Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior (Q5087008) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments (Q6074006) (← links)
