Pages that link to "Item:Q4827960"
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The following pages link to A risk model driven by Lévy processes (Q4827960):
Displayed 8 items.
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- A probabilistic counterpart of the Askey scheme for continuous polynomials (Q2882743) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- Risk Theory with the Generalized Inverse Gaussian Lévy Process (Q5490570) (← links)