Pages that link to "Item:Q5697204"

The following pages link to Ruin in the perturbed compound Poisson risk process under interest force (Q5697204):

Displaying 29 items.

• Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
• Ruin probability in compound Poisson process with investment (Q442855) (← links)
• An insurance risk model with stochastic volatility (Q659182) (← links)
• Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
• The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
• The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
• An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
• Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
• A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
• The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
• A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) (← links)
• First exit from an open set for a matrix-exponential Lévy process (Q2406785) (← links)
• Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
• On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
• On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385) (← links)
• Ruin probability for Lévy risk process compounded by geometric Brownian motion (Q2480275) (← links)
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
• Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605) (← links)
• Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121) (← links)
• Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
• On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722) (← links)
• Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (Q5019754) (← links)
• A perturbed risk model with constant interest and periodic barrier dividend strategy (Q5082714) (← links)
• On the ruin probabilities for a general perturbed renewal risk process (Q6116895) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)