Pages that link to "Item:Q4576834"

The following pages link to Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834):

Displaying 11 items.

• On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
• Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
• On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
• Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
• A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• Extended Gerber-Shiu functions in a risk model with interest (Q2347117) (← links)
• First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)