Pages that link to "Item:Q931207"

The following pages link to On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (Q931207):

Displaying 36 items.

• Time sensitive analysis of independent and stationary increment processes (Q302029) (← links)
• A note on ruin problems in perturbed classical risk models (Q342741) (← links)
• On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213) (← links)
• Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
• Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• Duality in ruin problems for ordered risk models (Q1697212) (← links)
• Approximations in the problem of level crossing by a compound renewal process (Q1732073) (← links)
• On the distribution of classic and some exotic ruin times (Q2010893) (← links)
• Mixed fractional risk process (Q2049354) (← links)
• A new R package for actuarial survival models (Q2259213) (← links)
• Two-sided exit problems in the ordered risk model (Q2282732) (← links)
• On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
• A state dependent reinsurance model (Q2397864) (← 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)
• On the probability of ruin in a continuous risk model with two types of delayed claims (Q2816833) (← links)
• Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
• Bayesian estimation of renewal function for inverse Gaussian renewal process (Q3019791) (← links)
• Sparre Andersen identity and the last passage time (Q3188591) (← links)
• On a First-Passage-Time Problem for the Compound Power-Law Process (Q3396374) (← links)
• (Q3640551) (← links)
• APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)
• The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes (Q4575365) (← links)
• Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476) (← links)
• The finite time ruin probability in a risk model with capital injections (Q4576799) (← links)
• Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes (Q5031036) (← links)
• Fraud risk assessment within blockchain transactions (Q5203943) (← links)
• Characterizations of random walks on random lattices and their ramifications (Q5216266) (← links)
• DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS (Q5398342) (← links)
• A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282) (← links)
• Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)