Pages that link to "Item:Q1938188"
From MaRDI portal
The following pages link to Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188):
Displayed 5 items.
- Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
- Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty (Q2016682) (← links)
- Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- (Q3389042) (← links)