Pages that link to "Item:Q414592"

The following pages link to The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model (Q414592):

Displaying 24 items.

• On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
• A note on some joint distribution functions involving the time of ruin (Q282279) (← links)
• Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
• A note on ruin problems in perturbed classical risk models (Q342741) (← links)
• The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
• Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
• On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119) (← links)
• Some ruin problems for the MAP risk model (Q896202) (← links)
• Joint distributions of some actuarial random vectors containing the time of ruin (Q1413344) (← links)
• How many claims does it take to get ruined and recovered? (Q1413355) (← links)
• Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
• On the distribution of classic and some exotic ruin times (Q2010893) (← links)
• On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
• On a partial integrodifferential equation of Seal's type (Q2347058) (← links)
• Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
• The time to ruin and the number of claims until ruin for phase-type claims (Q2444703) (← links)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• On the time and the number of claims when the surplus drops below a certain level (Q4576976) (← links)
• (Q4709525) (← links)
• “On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009 (Q5029066) (← links)
• A surplus process involving a compound Poisson counting process and applications (Q5077255) (← links)
• Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model (Q5745547) (← links)
• Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
• On periodic dividends for the classical risk model with debit interest (Q6534576) (← links)