The following pages link to (Q4379506):
Displaying 50 items.
- The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (Q254739) (← links)
- Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process (Q289963) (← links)
- Multivariate subexponential distributions and their applications (Q291400) (← links)
- Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap (Q424699) (← links)
- Ruin probability in compound Poisson process with investment (Q442855) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- Uniform error bounds for a continuous approximation of non-negative random variables (Q453280) (← links)
- Mathematical models for insurance business optimization (Q464853) (← links)
- On the subexponentiality of the ridgelet transform (Q479943) (← links)
- A stochastic inventory system with postponed demands and infinite pool in discrete-time setup (Q489151) (← links)
- On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213) (← links)
- A ruin model with random income and dependence between claim sizes and claim intervals (Q601953) (← links)
- Local subexponentiality and self-decomposability (Q616260) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
- Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628) (← links)
- The credibility premiums for exponential principle (Q644653) (← links)
- Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
- On ruin probability and aggregate claim representations for Pareto claim size distributions (Q659155) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- The on-off network traffic model under intermediate scaling (Q660142) (← links)
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
- A ruin model with dependence between claim sizes and claim intervals (Q704406) (← links)
- Stochastic bounds for the Sparre Andersen process (Q812976) (← links)
- Bandwidth-sharing networks under a diffusion scaling (Q839854) (← links)
- A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- A note on a class of delayed renewal risk processes (Q868319) (← links)
- On the characteristic functions for extreme value distributions (Q907379) (← links)
- Ruin probabilities of a surplus process described by PDMPs (Q925989) (← links)
- The periodic risk model with investment (Q931182) (← links)
- Coxian approximations of matrix-exponential distributions (Q931320) (← links)
- A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies (Q936991) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean (Q961931) (← links)
- The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory (Q967287) (← links)
- Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications (Q993692) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- Complete corrected diffusion approximations for the maximum of a random walk (Q997958) (← links)
- On lower limits and equivalences for distribution tails of randomly stopped sums (Q1002559) (← links)
- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
- An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
- On perpetual American put valuation and first-passage in a regime-switching model with jumps (Q1003346) (← links)
- A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
- Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
- Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328) (← 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)
- Ruin theory in a financial corporation model with credit risk. (Q1413343) (← links)
- Time in the red in a two state Markov model. (Q1413365) (← links)
