Pages that link to "Item:Q704404"
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The following pages link to A link between wave governed random motions and ruin processes (Q704404):
Displayed 32 items.
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- Parametric estimation for the standard and geometric telegraph process observed at discrete times (Q623490) (← links)
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
- Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
- On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (Q931207) (← links)
- Takács' asymptotic theorem and its applications: a survey (Q966495) (← links)
- Option pricing model based on a Markov-modulated diffusion with jumps (Q985996) (← links)
- Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (Q998292) (← links)
- Convergence of large deviation rates based on a link between wave governed random motions and ruin processes (Q1003433) (← links)
- Duality in ruin problems for ordered risk models (Q1697212) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- On the generalized telegraph process with deterministic jumps (Q1945608) (← links)
- Blockchain mining in pools: analyzing the trade-off between profitability and ruin (Q2155859) (← links)
- Jump telegraph processes and financial markets with memory (Q2478418) (← links)
- Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687) (← links)
- A unifying approach to the analysis of business with random gains (Q2866303) (← links)
- Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
- Stochastic velocity motions and processes with random time (Q3074493) (← links)
- Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes (Q3102884) (← links)
- Least-squares change-point estimation for the telegraph process observed at discrete times (Q3106391) (← links)
- Large Deviations for a Damped Telegraph Process (Q3193134) (← links)
- First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications (Q4576858) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Fraud risk assessment within blockchain transactions (Q5203943) (← links)
- Generalized Telegraph Process with Random Jumps (Q5299570) (← links)
- Stable dividends under linear-quadratic optimisation (Q6053106) (← links)
- Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process (Q6100164) (← links)
- On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property (Q6118239) (← links)