Pages that link to "Item:Q995506"

The following pages link to On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506):

Displaying 16 items.

• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
• On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
• A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
• Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (Q2406315) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297) (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• Estimating the Gerber–Shiu function by Fourier–Sinc series expansion (Q4577210) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST (Q5207935) (← links)