Pages that link to "Item:Q1382123"
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The following pages link to Stable Lévy motion approximation in collective risk theory (Q1382123):
Displayed 14 items.
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- Mixed Poisson process with Pareto mixing variable and its risk applications (Q327177) (← links)
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
- Risk process approximation with mixing (Q2284435) (← links)
- Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
- Heavy-traffic asymptotics for the single-server queue with random order of service (Q2488203) (← links)
- Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
- Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
- Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
- Ruin probabilities for two collaborating insurance companies (Q4999842) (← links)
- On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745) (← links)
- The De Vylder–Goovaerts conjecture holds within the diffusion limit (Q5226257) (← links)
- Approximating the classical risk process by stable Lévy motion (Q6169664) (← links)