Pages that link to "Item:Q1697232"
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The following pages link to Approximation of ruin probabilities via Erlangized scale mixtures (Q1697232):
Displaying 9 items.
- Approximation of the ruin probability using the scaled Laplace transform inversion (Q668180) (← links)
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042) (← links)
- Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
- Ruin probability for finite Erlang mixture claims via recurrence sequences (Q2157431) (← links)
- BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (Q3614905) (← links)
- Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters (Q5019732) (← links)
- “On the Class of Erlang Mixtures with Risk Theoretic Applications,” Gordon E. Willmot and Jae-Kyung Woo, April 2007 (Q5019774) (← links)
- Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
- Ruin probabilities as functions of the roots of a polynomial (Q6166247) (← links)