Pages that link to "Item:Q1263913"
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The following pages link to Stochastic differential equations for compounded risk reserves (Q1263913):
Displaying 12 items.
- On reinsurance and investment for large insurance portfolios (Q939386) (← links)
- Ruin problems with assets and liabilities of diffusion type (Q1593636) (← links)
- The first exit time and ruin time for a risk process with reserve-dependent income. (Q1871355) (← links)
- A theory of risk, return and solvency (Q1904990) (← links)
- On absolute ruin minimization under a diffusion approximation model (Q2276211) (← links)
- On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (Q2746365) (← links)
- The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
- Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion (Q3608232) (← links)
- Ruin Minimization for Insurers with Borrowing Constraints (Q5022533) (← links)
- Optimal proportional reinsurance policies for stochastic models (Q5216270) (← links)
