Pages that link to "Item:Q659239"

The following pages link to Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239):

Displaying 10 items.

• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• Exit problems for jump processes having double-sided jumps with rational Laplace transforms (Q1724885) (← links)
• Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• A ruin model with compound Poisson income and dependence between claim sizes and claim intervals (Q2355360) (← links)
• The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)