Pages that link to "Item:Q2366049"

The following pages link to How long is the surplus below zero? (Q2366049):

Displaying 50 items.

• Optimal life-insurance selection and purchase within a market of several life-insurance providers (Q282285) (← links)
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
• The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
• Ruin problems for an autoregressive risk model with dependent rates of interest (Q426430) (← links)
• Total duration of negative surplus for an MAP risk model (Q530736) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
• Properties of a risk measure derived from the expected area in red (Q743159) (← links)
• On occupation times in the red of Lévy risk models (Q784389) (← links)
• Occupation measure and local time of classical risk processes (Q817294) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
• Total duration of negative surplus for the risk model with debit interest (Q1021771) (← links)
• On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
• Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462) (← links)
• On some measures of the severity of ruin in the classical Poisson model (Q1333587) (← links)
• The effect of interest on negative surplus (Q1381469) (← links)
• How many claims does it take to get ruined and recovered? (Q1413355) (← links)
• Time in the red in a two state Markov model. (Q1413365) (← links)
• The joint density function of three characteristics on jump-diffusion risk process. (Q1413411) (← links)
• On the distribution of cumulative Parisian ruin (Q1681195) (← links)
• Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
• The Omega model: from bankruptcy to occupation times in the red (Q1936471) (← links)
• The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
• Moments of deficit duration and its proportion in general compound binomial model (Q2104152) (← links)
• Some expressions of a generalized version of the expected time in the red and the expected area in red (Q2152232) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• Occupation times in the MAP risk model (Q2260947) (← links)
• An occupation time related potential measure for diffusion processes (Q2358367) (← links)
• On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
• Total duration of negative surplus for a Brownian motion risk model with interest (Q2440501) (← links)
• The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (Q2443228) (← links)
• When does surplus reach a certain level before ruin? (Q2485527) (← links)
• Passage times for a spectrally negative Lévy process with applications to risk theory (Q2565931) (← links)
• Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
• On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin (Q2703236) (← links)
• A unifying approach to the analysis of business with random gains (Q2866303) (← links)
• On a Classical Risk Model with a Constant Dividend Barrier (Q3010447) (← links)
• On occupation times for a risk process with reserve-dependent premium (Q3147437) (← links)
• Total duration of negative surplus for the dual model (Q3552655) (← links)
• On the distribution of the duration of negative surplus (Q4715564) (← links)
• Upper bounds on the expected time to ruin and on the expected recovery time (Q4819487) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest (Q5083889) (← links)
• Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)
• The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)
• Total Duration of Negative Surplus for the Risk Process with Constant Interest Force (Q5430135) (← links)