Pages that link to "Item:Q998281"
From MaRDI portal
The following pages link to Approximations for the moments of ruin time in the compound Poisson model (Q998281):
Displaying 9 items.
- Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- A remark on the moments of ruin time in classical risk theory (Q809532) (← links)
- Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory (Q1816024) (← links)
- On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times (Q2514601) (← links)
- Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
- Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
- Some notes on approximations for the deficit at ruin in the compound Poisson risk model (Q2895132) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)