Pages that link to "Item:Q2366048"
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The following pages link to The probability of ruin for the inverse Gaussian and related processes (Q2366048):
Displaying 15 items.
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- Flexible supply contracts under price uncertainty (Q930966) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- The probability and severity of ruin for combinations of exponential claim amount distributions and their translations (Q1098534) (← links)
- From the generalized gamma to the generalized negative binomial distribution (Q1185321) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
- Chaotic and predictable representations for Lévy processes. (Q1879485) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- Optimal sequential testing for an inverse Gaussian process (Q2805606) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications (Q4575364) (← links)
- Tempered Mittag-Leffler Lévy processes (Q5022781) (← links)
- First-exit times of an inverse Gaussian process (Q5085825) (← links)
- Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
- An application in stochastics of the Laguerre-type polynomials (Q5946629) (← links)
