Pages that link to "Item:Q1413363"

The following pages link to On the moments of the surplus process perturbed by diffusion. (Q1413363):

Displaying 21 items.

• Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
• On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
• Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
• The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
• The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
• The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
• On the expectations of the present values of the time of ruin perturbed by diffusion. (Q1413409) (← links)
• On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
• Analysis of the discounted sum of ascending ladder heights (Q2445351) (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
• Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
• Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121) (← links)
• Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
• On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
• EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION (Q4563784) (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
• The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
• On the ruin probabilities for a general perturbed renewal risk process (Q6116895) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)