Pages that link to "Item:Q817285"

The following pages link to The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process (Q817285):

Displaying 6 items.

• An insurance risk model with stochastic volatility (Q659182) (← links)
• Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
• The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)