scientific article
From MaRDI portal
Publication:2825531
zbMath1422.91023MaRDI QIDQ2825531
Olena Ragulina, Yuliya S. Mishura
Publication date: 13 October 2016
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Related Items (7)
Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion ⋮ On the ruin probabilities for a general perturbed renewal risk process ⋮ The risk model with stochastic premiums, dependence and a threshold dividend strategy ⋮ Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy ⋮ Dividends with tax and capital injection in a spectrally negative Lévy risk model ⋮ Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income ⋮ The risk model with stochastic premiums and a multi-layer dividend strategy
This page was built for publication: