Pages that link to "Item:Q3440863"

The following pages link to Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863):

Displaying 22 items.

• The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
• Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier (Q893334) (← links)
• On the discounted penalty function in the discrete time stationary renewal risk model (Q964980) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
• Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462) (← links)
• A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
• Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
• Approximations of the ruin probability in a discrete time risk model (Q2218139) (← links)
• An approximation of minimum initial capital of investment discrete time surplus process with Weibull distribution in a reinsurance company (Q2337005) (← links)
• Discrete risk model revisited (Q2433267) (← links)
• On the deficit distribution when ruin occurs -- discrete time model (Q2483944) (← links)
• On a discrete-time risk model with general income and time-dependent claims (Q2511219) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• On the discounted penalty function in a discrete time renewal risk model with general interclaim times (Q3077742) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model (Q4661640) (← links)
• Reliability of a Discrete-Time System with Investment (Q5005577) (← links)
• “On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009 (Q5029066) (← links)
• On a class of renewal risk model with random income (Q5391280) (← links)
• Discrete Lundberg-type bounds with actuarial applications (Q5429600) (← links)
• Ruin probability for finite negative binomial mixture claims via recurrence sequences (Q6060897) (← links)