Pages that link to "Item:Q2483944"
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The following pages link to On the deficit distribution when ruin occurs -- discrete time model (Q2483944):
Displaying 12 items.
- Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (Q882869) (← links)
- Tail bounds for the distribution of the deficit in the renewal risk model (Q974800) (← links)
- Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419) (← links)
- Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
- A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
- Moments of deficit duration and its proportion in general compound binomial model (Q2104152) (← links)
- Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
- Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
- (Q5091888) (← links)
- Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions (Q6570484) (← links)
- General bounds for the deficit distribution at ruin in the sparre Andersen model (Q6660041) (← links)
