Pages that link to "Item:Q4576858"
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The following pages link to First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications (Q4576858):
Displaying 7 items.
- Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
- A note on ruin problems in perturbed classical risk models (Q342741) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Occupation times in the MAP risk model (Q2260947) (← links)
- Analysis of IBNR claims in renewal insurance models (Q4577198) (← links)
- On a Stochastic Model for a Cooperative Banking Scheme for Microcredit (Q5005716) (← links)
- The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
