Pages that link to "Item:Q2296488"
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The following pages link to Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488):
Displaying 4 items.
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)
- Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)
