Pages that link to "Item:Q2378637"

The following pages link to Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637):

Displaying 37 items.

• Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
• A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
• Asymptotic analysis of Lévy-driven tandem queues (Q1007145) (← links)
• Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
• The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case (Q2001231) (← links)
• A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
• Pandemic-type failures in multivariate Brownian risk models (Q2121639) (← links)
• Tail asymptotics for a Lévy-driven tandem queue with an intermediate input (Q2269493) (← links)
• Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
• On the gain of collaboration in a two dimensional ruin problem (Q2304005) (← links)
• Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
• Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times (Q2347095) (← links)
• Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
• Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
• Multidimensional Insurance Model with Risk-Reducing Treaty (Q3094227) (← links)
• A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
• Queues and Risk Models with Simultaneous Arrivals (Q3191824) (← links)
• Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
• A survey of some recent results on Risk Theory (Q3451729) (← links)
• Risk Processes with Interest Force in Markovian Environment (Q3653123) (← links)
• Two-dimensional ruin probability for subexponential claim size (Q4578300) (← links)
• On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
• Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
• Ruin probabilities for risk processes in a bipartite network (Q4988559) (← links)
• Ruin probabilities for two collaborating insurance companies (Q4999842) (← links)
• Ruin probability in a two-dimensional model with correlated Brownian motions (Q5003356) (← links)
• Running supremum of Brownian motion in dimension 2: exact and asymptotic results (Q5030981) (← links)
• A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
• The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem (Q5203958) (← links)
• On the central management of risk networks (Q5233165) (← links)
• Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)
• Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
• Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)
• Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion (Q6647802) (← links)
• Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation (Q6670086) (← links)