Pages that link to "Item:Q5430334"

The following pages link to Fitting combinations of exponentials to probability distributions (Q5430334):

Displaying 48 items.

• On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion (Q318682) (← links)
• Valuation of employee stock options using the exercise multiple approach and life tables (Q320251) (← links)
• Modeling probability densities with sums of exponentials via polynomial approximation (Q495127) (← links)
• On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
• Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
• Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits (Q506067) (← links)
• A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• On a risk model with claim investigation (Q896741) (← links)
• Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357) (← links)
• Optimal dividends in the dual model (Q997089) (← links)
• Gram-Charlier processes and applications to option pricing (Q1658066) (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
• Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
• Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
• Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
• On the randomized Schmitter problem (Q2152226) (← links)
• Blockchain mining in pools: analyzing the trade-off between profitability and ruin (Q2155859) (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
• A risk model with varying premiums: its risk management implications (Q2260944) (← links)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645) (← links)
• Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• Renewal sums under mixtures of exponentials (Q2335655) (← links)
• A note on compound renewal risk models with dependence (Q2345669) (← links)
• Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
• The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) (← links)
• Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)
• On moments based Padé approximations of ruin probabilities (Q2431353) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
• Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
• On the contaminated exponential distribution: a theoretical Bayesian approach for modeling positive-valued insurance claim data with outliers (Q2662550) (← links)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
• A unifying approach to the analysis of business with random gains (Q2866303) (← links)
• INTEGRAL EQUATION METHODS IN CHANGE-POINT DETECTION PROBLEMS (Q2891981) (← links)
• A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
• On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229) (← links)
• The beta-Pareto distribution (Q3396468) (← links)
• Explicit results on conditional distributions of generalized exponential mixtures (Q5139901) (← links)
• DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS (Q5398342) (← links)
• ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
• On the three-component mixture of exponential distributions: a Bayesian framework to model data with multiple lower and upper outliers (Q6104235) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)