Pages that link to "Item:Q1974039"

The following pages link to Some distributions for classical risk process that is perturbed by diffusion (Q1974039):

Displaying 26 items.

• The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
• Stochastic bounds for the Sparre Andersen process (Q812976) (← 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)
• Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← 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 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)
• On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
• A generalized defective renewal equation for the surplus process perturbed by diffusion. (Q1413299) (← 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)
• Some results for the compound Poisson process that is perturbed by diffusion (Q1611092) (← links)
• Distributions for the risk process with a stochastic return on investments. (Q1766007) (← links)
• Ruin problem for a class of risk processes perturbed by diffusion (Q1861006) (← links)
• Ruin theory for the risk process described by PDMPs (Q1873582) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
• An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
• Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420) (← links)
• Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
• Joint distributions of some actuarial random vectors for the Cox risk model (Q5414513) (← links)