Pages that link to "Item:Q1413411"
From MaRDI portal
The following pages link to The joint density function of three characteristics on jump-diffusion risk process. (Q1413411):
Displaying 19 items.
- A note on ruin problems in perturbed classical risk models (Q342741) (← links)
- The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
- The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process (Q817285) (← links)
- A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
- Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877) (← links)
- On first and last ruin times of Gaussian processes (Q935830) (← links)
- A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
- On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
- The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
- The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
- Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090) (← links)
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- When does surplus reach a certain level before ruin? (Q2485527) (← links)
- On a Classical Risk Model with a Constant Dividend Barrier (Q3010447) (← links)
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
- Ruin probabilities for the phase-type dual model perturbed by diffusion (Q5079163) (← links)
- On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments (Q5421588) (← links)
- The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
- The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)