7 results
General drawdown of general tax model in a time-homogeneous Markov framework
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 58 / Issue 4 / December 2021
- Published online by Cambridge University Press:
- 22 November 2021, pp. 1131-1151
- Print publication:
- December 2021
-
- Article
- Export citation
First passage problems for upwards skip-free random walks via the scale functions paradigm
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 51 / Issue 2 / June 2019
- Published online by Cambridge University Press:
- 07 August 2019, pp. 408-424
- Print publication:
- June 2019
-
- Article
- Export citation
On the central management of risk networks
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 49 / Issue 1 / March 2017
- Published online by Cambridge University Press:
- 17 March 2017, pp. 221-237
- Print publication:
- March 2017
-
- Article
-
- You have access
- Export citation
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields *
-
- Journal:
- ESAIM: Probability and Statistics / Volume 14 / 2010
- Published online by Cambridge University Press:
- 29 July 2010, pp. 210-255
- Print publication:
- 2010
-
- Article
- Export citation
A Method for Computing Double Band Policies for Switching between Two Diffusions
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 10 / Issue 4 / October 1996
- Published online by Cambridge University Press:
- 27 July 2009, pp. 569-590
-
- Article
- Export citation
The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 38 / Issue 2 / November 2008
- Published online by Cambridge University Press:
- 17 April 2015, pp. 461-481
- Print publication:
- November 2008
-
- Article
-
- You have access
- Export citation
Erlangian Approximations for Finite-Horizon Ruin Probabilities
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 32 / Issue 2 / November 2002
- Published online by Cambridge University Press:
- 29 August 2014, pp. 267-281
- Print publication:
- November 2002
-
- Article
-
- You have access
- Export citation