Pages that link to "Item:Q4661663"
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The following pages link to Erlangian Approximations for Finite-Horizon Ruin Probabilities (Q4661663):
Displaying 23 items.
- Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions (Q3391780) (← links)
- Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
- Risk Processes with Interest Force in Markovian Environment (Q3653123) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
- Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
- Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
- Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
- On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin (Q5031007) (← links)
- THE RUNNING MAXIMUM OF A LEVEL-DEPENDENT QUASI-BIRTH-DEATH PROCESS (Q5358075) (← links)
- Bayesian estimation of finite time ruin probabilities (Q5391286) (← links)
- The surplus prior to ruin and the deficit at ruin for a correlated risk process (Q5430559) (← links)
- Erlangized Fluid Queues with Application To Uncontrolled Fire Perimeter (Q5462809) (← links)
- Approximating Matrix-Exponential Distributions by Global Randomization (Q5462812) (← links)
- Risk processes analyzed as fluid queues (Q5467653) (← links)
- The Density of the Time to Ruin in the Classical Poisson Risk Model (Q5490578) (← links)
- Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models (Q5490582) (← links)
- A Review on Phase-type Distributions and their Use in Risk Theory (Q5490583) (← links)
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
- Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention (Q6098945) (← links)
- Erlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire Perimeter (Q6160223) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
