Pages that link to "Item:Q5697590"
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The following pages link to Differentiation of some functionals of risk processes, and optimal reserve allocation (Q5697590):
Displaying 17 items.
- Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
- Properties of a risk measure derived from the expected area in red (Q743159) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- On differentiability of ruin functions under Markov-modulated models (Q1016634) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- An optimization approach to adaptive multi-dimensional capital management (Q1757615) (← links)
- The Omega model: from bankruptcy to occupation times in the red (Q1936471) (← links)
- Some expressions of a generalized version of the expected time in the red and the expected area in red (Q2152232) (← links)
- Explicit ruin formulas for models with dependence among risks (Q2276228) (← links)
- Large deviations for the time-integrated negative parts of some processes (Q2475424) (← links)
- Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model (Q6072262) (← links)
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)
