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Found 75 Documents (Results 1–75)

An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model. (English) Zbl 1451.91165

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1561-1598 (2021).
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On a queue with postponed work under \(N\)-policy. (English) Zbl 1455.90033

Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. Queueing theory and applications. 18th international conference, ITMM 2019, named after A. F. Terpugov, Saratov, Russia, June 26–30, 2019. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1109, 312-326 (2019).
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Ruin probabilities. 2nd ed. (English) Zbl 1247.91080

Advanced Series on Statistical Science & Applied Probability 14. Hackensack, NJ: World Scientific (ISBN 978-981-4282-52-9/hbk; 978-981-4282-53-6/ebook). xvii, 602 p. (2010).
MSC:  91B30 60-02 60J75 60K05 60K15 60G44 60G50 60J60 60F10 60K37
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