Pages that link to "Item:Q4715564"
From MaRDI portal
The following pages link to On the distribution of the duration of negative surplus (Q4715564):
Displaying 25 items.
- Total duration of negative surplus for an MAP risk model (Q530736) (← links)
- Occupation measure and local time of classical risk processes (Q817294) (← links)
- Total duration of negative surplus for the risk model with debit interest (Q1021771) (← links)
- Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462) (← links)
- The effect of interest on negative surplus (Q1381469) (← links)
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
- Complete discounted cash flow valuation (Q1681180) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- Analysis of a defective renewal equation arising in ruin theory (Q1962817) (← 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)
- RATIO MONOTONICITY FOR TAIL PROBABILITIES IN THE RENEWAL RISK MODEL (Q3000392) (← links)
- On a Classical Risk Model with a Constant Dividend Barrier (Q3010447) (← links)
- Monotonicity properties and the deficit at ruin in the Sparre Andersen model (Q3077729) (← links)
- Some results on the joint distribution prior to and at the time of ruin in the classical model (Q3103209) (← 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)
- The finite time ruin probability in a risk model with capital injections (Q4576799) (← links)
- Upper bounds on the expected time to ruin and on the expected recovery time (Q4819487) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- On the moments of ruin and recovery times (Q5938034) (← links)