Pages that link to "Item:Q2868613"
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The following pages link to Sharp approximations of ruin probabilities in the discrete time models (Q2868613):
Displaying 11 items.
- 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)
- Practical approximations for multivariate characteristics of risk processes (Q1974037) (← 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)
- Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period (Q2241500) (← links)
- Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails (Q2323676) (← links)
- Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts (Q2507609) (← links)
- What is the best approximation of ruin probability in infinite time? (Q4677402) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
