Pages that link to "Item:Q5018722"
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The following pages link to On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722):
Displaying 11 items.
- Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- The ruin problem for a Wiener process with state-dependent jumps (Q2214225) (← links)
- On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
- On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
- Optimal portfolio choice for an insurer with loss aversion (Q2513637) (← links)
- The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
- ”The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion“, Yi Lu and Cary Chi-Liang Tsai, April 2007 (Q5019737) (← links)
- Authors’ Reply: The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion - Discussion by Bangwon Ko (Q5019738) (← links)
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
