Pages that link to "Item:Q4302595"
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The following pages link to Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality (Q4302595):
Displaying 25 items.
- Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
- Transient analysis of Markov-fluid-driven queues (Q636000) (← links)
- Doubly periodic non-homogeneous Poisson models for hurricane data (Q713630) (← links)
- Some ruin problems for the MAP risk model (Q896202) (← links)
- Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
- The periodic risk model with investment (Q931182) (← links)
- A heavy-traffic expansion for asymptotic decay rates of tail probabilities in multichannel queues (Q1342266) (← links)
- Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
- Lundberg inequalities in a diffusion environment (Q1413361) (← links)
- Networks of infinite-server queues with nonstationary Poisson input (Q1801811) (← links)
- Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874) (← links)
- An optimal stopping problem in risk theory (Q4367769) (← links)
- THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL (Q4563775) (← links)
- Ruin probabilities in multivariate risk models with periodic common shock (Q4575458) (← links)
- Ruin Problems with Worsening Risks or with Infinite Mean Claims (Q4981888) (← links)
- Lundberg-type inequalities for non-homogeneous risk models (Q4988563) (← links)
- Regime-Switching Periodic Models For Claim Counts (Q5018748) (← links)
- Exponential bounds of ruin probabilities for non-homogeneous risk models (Q5029381) (← links)
- Extremal Probability Bounds in Combinatorial Optimization (Q5051383) (← links)
- A Rare-Event Simulation Algorithm for Periodic Single-Server Queues (Q5131711) (← links)
- On A Surplus Process Under A Periodic Environment (Q5715977) (← links)
- On A Surplus Process Under A Periodic Environment (Q5715998) (← links)
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
- On a Risk Model With Dual Seasonalities (Q6107673) (← links)
- Multiseasonal discrete-time risk model revisited (Q6185041) (← links)