Pages that link to "Item:Q1209475"
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The following pages link to On the distribution of the surplus prior to ruin (Q1209475):
Displaying 16 items.
- On the distribution of the duration of negative surplus (Q4715564) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (Q5019751) (← links)
- “The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model,” Shuanming Li, October 2008 (Q5022556) (← links)
- On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model (Q5029065) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Explicit form of finite-time severity of ruin for phase-distributed claim sizes (Q5422712) (← links)
- Über die Verteilung des Überschusses vor und zum Zeitpunkt des Ruins in Semi-Markov-Risikomodellen;On the distribution of the surplus prior to ruin and at ruin in a discrete semi-markov risk model (Q5422794) (← links)
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
- Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model (Q5716026) (← links)
- The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force (Q5718222) (← links)
- On the Time Value of Ruin (Q5718272) (← links)
- On the distribution of surplus immediately after ruin under interest force (Q5956048) (← links)
- Applications of the classical compound Poisson model with claim sizes following a compound distribution (Q6163059) (← links)
- Two-sided bounds for renewal equations and ruin quantities (Q6549585) (← links)
- Generalized iterated Poisson process and applications (Q6633177) (← links)
