Pages that link to "Item:Q3608235"

The following pages link to On finite-time ruin probabilities for classical risk models (Q3608235):

Displaying 45 items.

• On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
• Bi-seasonal discrete time risk model (Q297843) (← links)
• Ruin probability in the three-seasonal discrete-time risk model (Q340803) (← links)
• A note on ruin problems in perturbed classical risk models (Q342741) (← links)
• Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
• Finite-time ruin probability in the inhomogeneous claim case (Q619331) (← links)
• First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
• Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
• On the Lagrangian Katz family of distributions as a claim frequency model (Q661211) (← links)
• Another look at the Picard--Lefèvre formula for finite-time ruin probabilities (Q704403) (← links)
• Occupation measure and local time of classical risk processes (Q817294) (← links)
• Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
• Takács' asymptotic theorem and its applications: a survey (Q966495) (← links)
• Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
• Sensitivity analysis and density estimation for finite-time ruin probabilities (Q1026435) (← links)
• Explicit finite-time and infinite-time ruin probabilities in the continuous case (Q1302121) (← links)
• Inequality extensions of Prabhu's formula in ruin theory (Q1302129) (← links)
• An improved finite-time ruin probability formula and its \(Mathematica\) implementation. (Q1413294) (← links)
• Finite time ruin probabilities with one Laplace inversion. (Q1413406) (← links)
• Some results of ruin probability for the classical risk process (Q1430412) (← links)
• Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
• Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
• Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
• On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
• A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
• Optimal reinsurance via Dirac-Feynman approach (Q2282738) (← links)
• A cyclic approach on classical ruin model (Q2306094) (← links)
• On distributions of runs in the compound binomial risk model (Q2445484) (← links)
• Some generalization of the ruin probability problem in the classical risk theory (Q2740075) (← links)
• Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
• De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
• (Q4430554) (← links)
• Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
• On semiparametric estimation of ruin probabilities in the classical risk model (Q4576853) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
• Banach contraction principle, <i>q</i>-scale function and ultimate ruin probability under a Markov-modulated classical risk model (Q5073018) (← links)
• Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
• Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
• Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model (Q6072262) (← links)
• On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property (Q6118239) (← links)
• The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
• Multiseasonal discrete-time risk model revisited (Q6185041) (← links)
• Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions (Q6570484) (← links)
• The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences (Q6574598) (← links)