Pages that link to "Item:Q708784"

The following pages link to The perturbed compound Poisson risk process with investment and debit interest (Q708784):

Displaying 39 items.

• The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory (Q776143) (← links)
• Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise (Q776148) (← links)
• Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique (Q1654319) (← links)
• Recursive parameter estimation algorithm for multivariate output-error systems (Q1661829) (← links)
• State space model identification of multirate processes with time-delay using the expectation maximization (Q1717533) (← links)
• Gradient-based iterative identification method for multivariate equation-error autoregressive moving average systems using the decomposition technique (Q1717535) (← links)
• Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
• Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves (Q1796728) (← links)
• Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems (Q1797200) (← links)
• Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique (Q1797205) (← links)
• Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems (Q2181393) (← links)
• A recursive parameter estimation algorithm for modeling signals with multi-frequencies (Q2193644) (← links)
• Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498) (← links)
• Ruin probabilities under capital constraints (Q2273995) (← links)
• Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model (Q2293618) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
• Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise (Q2334210) (← links)
• An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
• On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385) (← links)
• On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise (Q5000698) (← links)
• Separable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systems (Q5003429) (← links)
• Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems (Q5026619) (← links)
• Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises (Q5026778) (← links)
• Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise (Q5027843) (← links)
• Optimal investment and premium control for insurers with ambiguity (Q5077411) (← links)
• Highly computationally efficient state filter based on the delta operator (Q5240975) (← links)
• The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise (Q6073603) (← links)
• Maximum likelihood least squares‐based iterative methods for output‐error bilinear‐parameter models with colored noises (Q6078915) (← links)
• Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory (Q6082923) (← links)
• Recursive identification of errors-in-variables systems based on the correlation analysis (Q6135540) (← links)
• Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves (Q6570563) (← links)
• Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems (Q6598747) (← links)
• Improved least-squares identification for multiple-output non-linear stochastic systems (Q6598862) (← links)
• Partially-coupled gradient-based iterative algorithms for multivariable output-error-like systems with autoregressive moving average noises (Q6609022) (← links)
• Parameter estimation for a multi-input multi-output state-space system with unmeasurable states through the data filtering technique (Q6611544) (← links)