Pages that link to "Item:Q5018745"

The following pages link to On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745):

Displaying 38 items.

• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• An insurance risk model with stochastic volatility (Q659182) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
• Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← 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)
• Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
• On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
• An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• Fourier-cosine method for Gerber-Shiu functions (Q2347108) (← links)
• Extended Gerber-Shiu functions in a risk model with interest (Q2347117) (← links)
• Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
• Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← 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)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
• A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
• Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
• Valuation of Discrete Dynamic Fund Protection Under Lévy Processes (Q5029063) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST (Q5207935) (← links)
• Computing the Gerber–Shiu function by frame duality projection (Q5743539) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
• The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)