Pages that link to "Item:Q952859"

The following pages link to On the time to ruin and the deficit at ruin in a risk model with double-sided jumps (Q952859):

Displaying 10 items.

• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
• A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
• Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)