Pages that link to "Item:Q882867"
From MaRDI portal
The following pages link to Weak convergence approach to compound Poisson risk processes perturbed by diffusion (Q882867):
Displaying 3 items.
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
- A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)