Pages that link to "Item:Q1707042"
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The following pages link to Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042):
Displaying 17 items.
- On the efficient evaluation of ruin probabilities for completely monotone claim distributions (Q847258) (← links)
- Approximation of ruin probabilities via Erlangized scale mixtures (Q1697232) (← links)
- Ruin probability for finite Erlang mixture claims via recurrence sequences (Q2157431) (← links)
- Approximations of the ruin probability in a discrete time risk model (Q2218139) (← links)
- Risk process approximation with mixing (Q2284435) (← links)
- On moments based Padé approximations of ruin probabilities (Q2431353) (← links)
- Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts (Q2507609) (← links)
- Volterra integral equations: an approach based on Lipschitz-continuity (Q2673947) (← links)
- Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
- (Q3513352) (← links)
- BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (Q3614905) (← links)
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← 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)
- Evaluating ruin probabilities: a streamlined approach (Q5049867) (← links)
- Ruin probabilities as functions of the roots of a polynomial (Q6166247) (← links)
- Inequalities on the ruin probability for light-tailed distributions with some restrictions (Q6641344) (← links)
