Pages that link to "Item:Q1121630"
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The following pages link to The surpluses immediately before and at ruin, and the amount of the claim causing ruin (Q1121630):
Displaying 13 items.
- Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu (Q5018726) (← links)
- ”On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest“, Rong Wu; Yuhua Lu and Ying Fang, April 2007 (Q5019734) (← links)
- Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko (Q5019735) (← links)
- Discussion on “On Cramér’s First Contributions to Ruin Theory,” by Ennio Badolati and Sandra Ciccone, Volume 21(2) (Q5241930) (← 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 surplus prior to ruin and the deficit at ruin for a correlated risk process (Q5430559) (← links)
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
- Differentiation of some functionals of risk processes, and optimal reserve allocation (Q5697590) (← 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)