Pages that link to "Item:Q2260949"

The following pages link to Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949):

Displaying 13 items.

• Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
• A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
• Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
• Poissonian potential measures for Lévy risk models (Q1799648) (← links)
• Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes (Q2042048) (← links)
• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
• A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) (← links)
• Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
• Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
• Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
• General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
• General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← 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)