Pages that link to "Item:Q4576858"

The following pages link to First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications (Q4576858):

Displayed 7 items.

• Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) ‎ (← links)
• A note on ruin problems in perturbed classical risk models (Q342741) ‎ (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) ‎ (← links)
• Occupation times in the MAP risk model (Q2260947) ‎ (← links)
• Analysis of IBNR claims in renewal insurance models (Q4577198) ‎ (← links)
• On a Stochastic Model for a Cooperative Banking Scheme for Microcredit (Q5005716) ‎ (← links)
• The expected discounted penalty function: from infinite time to finite time (Q5743541) ‎ (← links)