Pages that link to "Item:Q1094066"
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The following pages link to Recursive calculation of finite-time ruin probabilities (Q1094066):
Displaying 50 items.
- Bi-seasonal discrete time risk model (Q297843) (← links)
- Ruin probability in the three-seasonal discrete-time risk model (Q340803) (← links)
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues (Q492102) (← links)
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- Finite-time ruin probability in the inhomogeneous claim case (Q619331) (← links)
- On the distribution of the claim causing ruin (Q689579) (← links)
- A recursive evaluation of the finite time ruin probability based on a equation of Seal (Q806910) (← links)
- Occupation measure and local time of classical risk processes (Q817294) (← links)
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
- Ruin problems for a discrete time risk model with random interest rate (Q883070) (← links)
- An improvement to the convolution method of calculating \(\psi\) (u) (Q1096305) (← links)
- On the distribution of the surplus prior to ruin (Q1209475) (← links)
- Applications to risk theory of a Monte Carlo multiple integration method. (Q1276460) (← links)
- Reinsurance and ruin (Q1381143) (← links)
- Recursive calculation of time to ruin distributions. (Q1413314) (← links)
- A discrete-time risk model with interaction between classes of business. (Q1413342) (← links)
- Ruin theory in a financial corporation model with credit risk. (Q1413343) (← links)
- Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure. (Q1423348) (← links)
- Recursive calculation of finite time ruin probabilities under interest force. (Q1423349) (← links)
- Symbolic calculation of the moments of the time of ruin. (Q1430676) (← links)
- The discrete-time risk model with correlated classes of business (Q1584511) (← links)
- Ruin probabilities based at claim instants for some non-Poisson claim processes (Q1584520) (← links)
- A note on the solution of practical ruin problems (Q1892991) (← links)
- Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977) (← links)
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
- Ruin probabilities with compounding assets (Q1962816) (← links)
- Note on the bi-risk discrete time risk model with income rate two (Q2103305) (← links)
- A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) (← links)
- A nonhomogeneous risk model for insurance (Q2494797) (← links)
- Calculation of finite time ruin probabilities for some risk models (Q2581776) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- Ruin problems for a discrete time risk model with non-homogeneous conditions (Q2868598) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- On finite-time ruin probabilities for classical risk models (Q3608235) (← links)
- THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL (Q4563775) (← links)
- Discrete time ruin probability with Parisian delay (Q4577208) (← links)
- On the distribution of the duration of negative surplus (Q4715564) (← links)
- Approximate solutions of severity of ruins (Q4716011) (← links)
- Gerber–Shiu function for the discrete inhomogeneous claim case (Q4903511) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims (Q5018750) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Explicit form of finite-time severity of ruin for phase-distributed claim sizes (Q5422712) (← links)
- Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent (Q5422770) (← links)
- On the use of the multivariate stochastic order in risk theory (Q5422793) (← links)
- On the moments of ruin and recovery times (Q5938034) (← links)
- Approximating the finite-time ruin probability under interest force (Q5956046) (← links)
- Multiseasonal discrete-time risk model revisited (Q6185041) (← links)
- Dividends in finite time horizon (Q6570564) (← links)
