Pages that link to "Item:Q4833720"

The following pages link to Stochastic differential equations for ruin probabilities (Q4833720):

Displaying 10 items.

• Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
• Ruin theory with compounding assets -- a survey (Q1265912) (← links)
• Aspects of prospective mean values in risk theory (Q1381456) (← links)
• On the ruin probabilities in a general economic environment (Q1613645) (← links)
• A counting process approach to stochastic interest (Q1905000) (← links)
• CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (Q2746365) (← links)
• A Diffusion Perturbed Risk Process with Stochastic Return on Investments (Q3158141) (← links)
• Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
• The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033) (← links)
• Numerical solutions for jump-diffusions with regime switching (Q5460725) (← links)