scientific article; zbMATH DE number 2003409
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Publication:4435489
zbMATH Open1031.91087MaRDI QIDQ4435489FDOQ4435489
Authors: Alexander Melnikov 
Publication date: 13 November 2003
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Stochastic models in economics (91B70)
Cited In (13)
- Measurement of bivariate risks by the north-south quantile points approach
- The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails
- Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion
- On a class of stochastic models with two-sided jumps
- Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
- The expected discounted penalty function under a risk model with stochastic income
- The Gerber-Shiu function and the generalized Cramér-Lundberg model
- Ruin problems with stochastic premium stochastic return on investments
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
- On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
- Modeling of claim exceedances over random thresholds for related insurance portfolios
- Risk theory and reinsurance. Translated from the French by Urmie Ray
- Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums
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