Pages that link to "Item:Q320264"

The following pages link to On a multi-dimensional risk model with regime switching (Q320264):

Displaying 8 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)
• Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
• Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
• The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105) (← links)
• Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
• General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
• Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)