Pages that link to "Item:Q654814"
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The following pages link to Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814):
Displaying 27 items.
- On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
- A note on ruin problems in perturbed classical risk models (Q342741) (← links)
- The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
- The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model (Q414592) (← links)
- On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119) (← links)
- Some ruin problems for the MAP risk model (Q896202) (← links)
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (Q931207) (← links)
- Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
- Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
- The time to ruin and the number of claims until ruin for phase-type claims (Q2444703) (← links)
- An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← links)
- Analysis of the discounted sum of ascending ladder heights (Q2445351) (← links)
- Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach (Q2445353) (← links)
- Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
- On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (Q2514605) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)
- Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476) (← links)
- On the time and the number of claims when the surplus drops below a certain level (Q4576976) (← links)
- The joint density of the time to ruin and the deficit at ruin for a Sparre Andersen risk model (Q5166204) (← links)
- DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS (Q5398342) (← links)
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
- The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
