Pages that link to "Item:Q2218859"
From MaRDI portal
The following pages link to Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859):
Displaying 11 items.
- Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419) (← links)
- A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
- Statistical inference for partially observed Markov-modulated diffusion risk model (Q2152230) (← links)
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- Bounds for the probability and severity of ruin in the Sparre Andersen model (Q2485542) (← links)
- Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
- Diszkrét kockázati modell általános befizetési ráta mellett (Q5218089) (← links)
- DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS (Q5398342) (← links)
- On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559) (← links)
- Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments (Q6074006) (← links)