Pages that link to "Item:Q4661670"
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The following pages link to On the Density and Moments of the Time of Ruin with Exponential Claims (Q4661670):
Displaying 32 items.
- Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
- On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213) (← links)
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
- Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (Q931207) (← links)
- Adaptive control strategies and dependence of finite time ruin on the premium loading (Q939330) (← links)
- The probability and severity of ruin for combinations of exponential claim amount distributions and their translations (Q1098534) (← links)
- Symbolic calculation of the moments of the time of ruin. (Q1430676) (← links)
- Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
- Approximations in the problem of level crossing by a compound renewal process (Q1732073) (← links)
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
- Explicit moments for a class of micro-models in non-life insurance (Q2010902) (← links)
- Integro-local theorems in boundary crossing problems for compound renewal processes (Q2186301) (← links)
- Boundary crossing problems for compound renewal processes (Q2191337) (← links)
- Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
- On the Gerber-Shiu discounted penalty function for subexponential claims (Q2471655) (← links)
- Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
- Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
- Erlang risk models and finite time ruin problems (Q2866304) (← links)
- The Moments of the Time of Ruin in Markovian Risk Models (Q3088979) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)
- Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476) (← links)
- Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims (Q5018750) (← 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 (Q5029065) (← 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 Willmot, Volume 13, No. 2, 2009 (Q5029079) (← links)
- Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes (Q5031036) (← links)
- A surplus process involving a compound Poisson counting process and applications (Q5077255) (← links)
- (Q5172889) (← links)
- The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (Q5430555) (← links)
- On the Moments of the Time of Ruin with Applications to Phase-Type Claims (Q5716023) (← links)
- The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
