Pages that link to "Item:Q2242128"
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The following pages link to Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128):
Displaying 10 items.
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (Q2088855) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062) (← links)
- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
- Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation (Q6670086) (← links)
