Pages that link to "Item:Q1255286"
From MaRDI portal
The following pages link to Empirical bounds for ruin probabilities (Q1255286):
Displaying 15 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- Estimating the stationary distribution in a \(GI/M/1\)-queue (Q1343597) (← links)
- Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model (Q1904996) (← links)
- Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
- On the deficit distribution when ruin occurs -- discrete time model (Q2483944) (← links)
- Optimal Proportional Reinsurance Policies in a Dynamic Setting (Q2739854) (← links)
- Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297) (← links)
- On Some alternative estimates of the adjustment coefficient in risk theory (Q3990299) (← links)
- Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560) (← links)
- On a nonparametric estimator for ruin probability in the classical risk model (Q4576854) (← links)
- Numerical calculation of the Cramér-Lundberg approximation (Q4729223) (← links)
- The delta-method for actuarial statistics (Q4881689) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- On a Risk Model With Dual Seasonalities (Q6107673) (← links)
