Pages that link to "Item:Q495458"

The following pages link to A bivariate risk model with mutual deficit coverage (Q495458):

Displaying 10 items.

• Continuity inequalities for multidimensional renewal risk models (Q1799633) (← links)
• A dual skew symmetry for transient reflected Brownian motion in an orthant (Q2095030) (← links)
• Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant (Q2239272) (← links)
• Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
• On a class of dependent Sparre Andersen risk models and a bailout application (Q2374094) (← links)
• A state dependent reinsurance model (Q2397864) (← links)
• Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
• Stochastic decompositions in bivariate risk and queueing models with mutual assistance (Q4994073) (← links)
• Probability of total domination for transient reflecting processes in a quadrant (Q5055362) (← links)
• Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)