Pages that link to "Item:Q4827960"

The following pages link to A risk model driven by Lévy processes (Q4827960):

Displaying 13 items.

• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
• On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
• On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
• Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
• Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
• Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
• Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
• Notes on discrete compound Poisson model with applications to risk theory (Q2514632) (← links)
• Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
• A probabilistic counterpart of the Askey scheme for continuous polynomials (Q2882743) (← links)
• Multifractal scenarios for products of geometric Lévy-based stationary models (Q3185980) (← links)
• Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes (Q5205954) (← links)