Pages that link to "Item:Q756904"
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The following pages link to Risk theory for the compound Poisson process that is perturbed by diffusion (Q756904):
Displayed 50 items.
- On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← 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)
- 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)
- On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
- A new aspect of a risk process and its statistical inference (Q1003819) (← links)
- Extra randomness in certain annuity models (Q1185320) (← links)
- Ruin probabilities in perturbed risk models (Q1265920) (← links)
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
- Asymptotic estimates for the probability of ruin in a Poisson model with diffusion (Q1318550) (← links)
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323) (← links)
- On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
- A generalized defective renewal equation for the surplus process perturbed by diffusion. (Q1413299) (← links)
- The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337) (← links)
- On the moments of the surplus process perturbed by diffusion. (Q1413363) (← links)
- On the expectations of the present values of the time of ruin perturbed by diffusion. (Q1413409) (← links)
- The joint density function of three characteristics on jump-diffusion risk process. (Q1413411) (← links)
- Some results for classical risk process with stochastic return on investments (Q1566069) (← links)
- Some results for the compound Poisson process that is perturbed by diffusion (Q1611092) (← links)
- Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317) (← links)
- Ruin problem for a class of risk processes perturbed by diffusion (Q1861006) (← links)
- Ruin probabilities and decompositions for general perturbed risk processes. (Q1879913) (← links)
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (Q1902631) (← links)
- Bounds on the tails of convolutions of compound distributions (Q1921980) (← links)
- A generalization of risk model perturbed by diffusion (Q1970740) (← links)
- Some distributions for classical risk process that is perturbed by diffusion (Q1974039) (← links)
- A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) (← links)
- Ruin probability for Lévy risk process compounded by geometric Brownian motion (Q2480275) (← links)
- Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
- On the stop-loss transform and order for the surplus process perturbed by diffusion (Q2507619) (← links)
- The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
- Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420) (← links)
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
- On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
- Risk processes perturbed by α-stable Lévy motion (Q4235014) (← links)
- Ruin probabilities for competing claim processes (Q4667992) (← links)
- On applications of residual lifetimes of compound geometric convolutions (Q4668002) (← links)
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)
- Optimal Proportional Reinsurance and Ruin Probability (Q5423134) (← links)
- Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (Q5429622) (← links)