Stochastic Stability and Optimal Control of Semi-Markov Risk Processes in Insurance Mathematics

Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management · Probability and Risk Models

On the finite-time nonruin probability of an insurance company with investments in the financial (B, S)-market

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management · Probability and Risk Models

Optimising dividends and consumption under an exponential CIR as a discount factor

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management · Probability and Risk Models

Increment processes and its stochastic exponential with Markov switching in poisson approximation scheme

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management · Probability and Risk Models

Inhomogeneous perturbations of a renewal equation and the Cramér–Lundberg theorem for a risk process with variable premium rates

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management · Probability and Risk Models

Analytic properties of infinite-horizon survival probability in a risk model with additional funds

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management · Probability and Risk Models