Pages that link to "Item:Q1589920"
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The following pages link to Lundberg approximations for compound distributions with insurance applications (Q1589920):
Displaying 13 items.
- MODELLING ZERO-INFLATED COUNT DATA WITH A SPECIAL CASE OF THE GENERALISED POISSON DISTRIBUTION (Q4972121) (← links)
- “On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006 (Q5019717) (← links)
- On the Class of Erlang Mixtures with Risk Theoretic Applications (Q5019730) (← links)
- On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest (Q5019733) (← links)
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
- Discrete Lundberg-type bounds with actuarial applications (Q5429600) (← links)
- Non-exponential bounds for stop-loss premiums and ruin probabilities (Q5430553) (← links)
- On the Moments of the Time of Ruin with Applications to Phase-Type Claims (Q5716023) (← links)
- Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model (Q5716026) (← links)
- On mixed censored \(\delta \)-shock models (Q6073148) (← links)
- Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations (Q6170561) (← links)
- Distributions of random variables involved in discrete censored δ-shock models (Q6198066) (← links)
- Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion (Q6556760) (← links)
