Pages that link to "Item:Q3634588"
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The following pages link to The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model (Q3634588):
Displaying 4 items.
- Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps (Q2195953) (← links)
- A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)