Pages that link to "Item:Q3142172"
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The following pages link to Finite-time Lundberg inequalities in the Cox case (Q3142172):
Displaying 21 items.
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
- Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
- Two-sided Lundberg inequalities in a Markovian environment (Q1324885) (← links)
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323) (← links)
- Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
- Lundberg inequalities in a diffusion environment (Q1413361) (← links)
- Ruin theory for the risk process described by PDMPs (Q1873582) (← links)
- On the typical level crossing time and path (Q1899259) (← links)
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (Q1902631) (← links)
- Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (Q2374124) (← links)
- Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
- Ruin by dynamic contagion claims (Q2444709) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560) (← links)
- Modelling of extremal events in insurance and finance (Q4289816) (← links)
- Supermodular Order and Lundberg Exponents (Q4780927) (← links)
- Risk theory of the second and third kind (Q4844220) (← links)
- Regime-Switching Periodic Models For Claim Counts (Q5018748) (← links)
- The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
