Pages that link to "Item:Q756904"
From MaRDI portal
The following pages link to Risk theory for the compound Poisson process that is perturbed by diffusion (Q756904):
Displaying 50 items.
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
- A hyper-Erlang jump-diffusion process and applications in finance (Q328100) (← links)
- A note on ruin problems in perturbed classical risk models (Q342741) (← links)
- On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
- Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
- Ruin probability in compound Poisson process with investment (Q442855) (← links)
- Optimal investment and excess of loss reinsurance with short-selling constraint (Q475706) (← links)
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
- Ergodicity of one-dimensional regime-switching diffusion processes (Q487511) (← links)
- On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
- On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
- Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues (Q604808) (← links)
- Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
- The perturbed compound Poisson risk model with linear dividend barrier (Q629492) (← links)
- The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- A perturbed risk model with dependence between premium rates and claim sizes (Q659158) (← links)
- On the Gerber-Shiu function and change of measure (Q659175) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- On the DFR property of the compound geometric distribution with applications in risk theory (Q661269) (← links)
- On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
- Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
- Monitoring risk in a ruin model perturbed by diffusion (Q745469) (← links)
- Some aging properties involved with compound geometric distributions (Q746053) (← links)
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
- Fourier inversion formulas in option pricing and insurance (Q835682) (← links)
- A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
- The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Asymptotic results for perturbed risk processes with delayed claims (Q868326) (← links)
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← links)
- Weak convergence approach to compound Poisson risk processes perturbed by diffusion (Q882867) (← links)
- Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877) (← links)
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
- Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
- The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
- The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207) (← links)
- The use of vector-valued martingales in risk theory (Q949432) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
- An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
