Pages that link to "Item:Q3685056"
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The following pages link to Approximations for the probability of ruin within finite time (Q3685056):
Displaying 50 items.
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Padé approximants for finite time ruin probabilities (Q475654) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation (Q784454) (← links)
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
- An asymptotic expression for the probability of ruin within finite time (Q916213) (← links)
- Interest and mortality randomness in some annuities (Q923581) (← links)
- On the probability and the time of insurance ruin (Q932400) (← links)
- Adaptive control strategies and dependence of finite time ruin on the premium loading (Q939330) (← links)
- Risk theory insight into a zone-adaptive control strategy (Q998280) (← links)
- A series for infinite time ruin probabilities (Q1059971) (← links)
- Conjugate processes and the simulation of ruin problems (Q1063341) (← links)
- Estimates for the probability of ruin starting with a large initial reserve (Q1085556) (← links)
- Large deviations for the maxima of some random fields (Q1088280) (← links)
- Approximation of the initial reserve for known ruin probabilities (Q1089712) (← links)
- Computational methods in risk theory: a matrix-algorithmic approach (Q1185319) (← links)
- Ruin theory with compounding assets -- a survey (Q1265912) (← links)
- Non-Poissonian claims' arrivals and calculation of the probability of ruin (Q1265923) (← links)
- On a class of approximations for ruin and waiting time probabilities (Q1267184) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- Controlled diffusion models for optimal dividend pay-out (Q1381153) (← links)
- The probability of ruin in finite time (Q1589832) (← links)
- Approximations in the problem of level crossing by a compound renewal process (Q1732073) (← links)
- Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
- Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977) (← links)
- Practical approximations for multivariate characteristics of risk processes (Q1974037) (← links)
- Integro-local theorems in boundary crossing problems for compound renewal processes (Q2186301) (← links)
- Boundary crossing problems for compound renewal processes (Q2191337) (← links)
- Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
- On moments based Padé approximations of ruin probabilities (Q2431353) (← links)
- Level premium rates as a function of initial capital (Q2442540) (← links)
- Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach (Q2445353) (← links)
- Simple approximations of ruin probabilities (Q2740067) (← links)
- The approximations of the ruin probability in classical risk model (Q2740091) (← links)
- Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
- Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
- Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472) (← links)
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
- Stability of the exit time for Lévy processes (Q3173002) (← links)
- On One Estimate of the Ruin Probability (Q3521350) (← links)
- Some approximations of ultimate ruin probability for finite initial surplus (Q3750881) (← links)
- Corrected normal approximation for the probability of ruin within finite time (Q4322971) (← links)
- Approximations for Finite Horizon Ruin Probabilities in the Renewal Model (Q4512136) (← links)
- What is the best approximation of ruin probability in infinite time? (Q4677402) (← links)
- Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time (Q4715563) (← links)
- Discounted probability of exponential parisian ruin: Diffusion approximation (Q5067209) (← links)
- A transient Cramér–Lundberg model with applications to credit risk (Q5152521) (← links)
- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes (Q5205954) (← links)
- The De Vylder–Goovaerts conjecture holds within the diffusion limit (Q5226257) (← links)
