Pages that link to "Item:Q1318550"

The following pages link to Asymptotic estimates for the probability of ruin in a Poisson model with diffusion (Q1318550):

Displaying 22 items.

• Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
• Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
• On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
• A new aspect of a risk process and its statistical inference (Q1003819) (← links)
• Ruin probabilities in perturbed risk models (Q1265920) (← links)
• Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323) (← links)
• The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337) (← links)
• The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
• Bounds on the tails of convolutions of compound distributions (Q1921980) (← links)
• Some distributions for classical risk process that is perturbed by diffusion (Q1974039) (← links)
• Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
• A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation (Q2406777) (← links)
• On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385) (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
• Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121) (← links)
• Risk processes perturbed by α-stable Lévy motion (Q4235014) (← links)
• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
• Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate (Q5079456) (← links)
• Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion (Q5938024) (← links)
• Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation (Q6549196) (← links)
• Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion (Q6556760) (← links)