Pages that link to "Item:Q5490571"
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The following pages link to A Functional Approach to Approximations for the Individual Risk Model (Q5490571):
Displaying 12 items.
- Risk measure preserving piecewise linear approximation of empirical distributions (Q303730) (← links)
- On variational bounds in the compound Poisson approximation of the individual risk model (Q882462) (← links)
- Approximations for the moments of ruin time in the compound Poisson model (Q998281) (← links)
- On the small risk approximation (Q1082024) (← links)
- On a class of approximative computation methods in the individual risk model (Q1333592) (← links)
- Negative claim amounts, Bessel functions, linear programming and Miller's algorithm (Q1814445) (← links)
- Asymptotics for the sum of three state Markov dependent random variables (Q2326533) (← links)
- Distributions of claims amounts of individual segments versus distribution of claims amounts of the entire portfolio (Q2801349) (← links)
- Some notes on approximations for the deficit at ruin in the compound Poisson risk model (Q2895132) (← links)
- Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744) (← links)
- Approximating the solution of an integral equation arising in the theory of risk: A comment (Q4022681) (← links)
- A Functional Approach for Ruin Probabilities (Q5446505) (← links)
