Pages that link to "Item:Q1637419"
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The following pages link to Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419):
Displaying 5 items.
- On asymptotics of deficit distribution and its moments at the time of ruin (Q619344) (← links)
- Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- On the deficit distribution when ruin occurs -- discrete time model (Q2483944) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)