Pages that link to "Item:Q1879913"

The following pages link to Ruin probabilities and decompositions for general perturbed risk processes. (Q1879913):

Displaying 50 items.

• A distributional equality for suprema of spectrally positive Lévy processes (Q325896) (← links)
• Occupation times of refracted Lévy processes (Q482802) (← links)
• On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
• The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes (Q601942) (← links)
• An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
• On suprema of Lévy processes and application in risk theory (Q731712) (← links)
• Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
• Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling (Q734414) (← links)
• On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
• On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
• Refracted Lévy processes (Q974766) (← links)
• Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
• On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
• The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
• On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
• Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705) (← links)
• On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
• Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
• Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
• Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
• Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
• Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (Q2445988) (← links)
• Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
• Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (Q2514616) (← links)
• Fourier-cosine method for ruin probabilities (Q2515094) (← links)
• Reduced-load equivalence for queues with Gaussian input (Q2572899) (← links)
• Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
• General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
• On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
• A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
• An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
• Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
• Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (Q4576872) (← links)
• Ruin probabilities for competing claim processes (Q4667992) (← links)
• Asymptotics of Hybrid Fluid Queues with Lévy Input (Q4918566) (← links)
• On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← links)
• Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
• Precautionary measures for credit risk management in jump models (Q5411898) (← links)
• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
• Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
• Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913) (← links)