The following pages link to (Q4791428):
Displaying 18 items.
- Practical approaches to the estimation of the ruin probability in a risk model with additional funds (Q341092) (← links)
- A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865) (← links)
- Stochastic successive approximation method for assessing the insolvency risk of an insurance company (Q1008370) (← links)
- Approximation of the initial reserve for known ruin probabilities (Q1089712) (← links)
- Calculation of the probability of eventual ruin by Beekman's convolution series (Q1115077) (← links)
- Further use of Shiu's approach to the evaluation of ultimate ruin probabilities (Q1122285) (← links)
- Estimation of ruin probabilities by means of hazard rates (Q1262683) (← links)
- Ruin probability by operational calculus (Q1263214) (← links)
- A mathematical model of pension fund operation and methods of fund stability analysis (Q1797703) (← links)
- Mathematical modeling of the operation of pension funds in order to assess their sustainability (Q2290509) (← links)
- Application of the method of successive approximations to determine the probability of bankruptcy of an insurance company with random premiums. (Q2501336) (← links)
- Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments (Q2513601) (← links)
- The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment (Q2571532) (← links)
- Estimate for probability of ruin of insurance company for some insurance model (Q2739837) (← links)
- Simple approximations of ruin probabilities (Q2740067) (← links)
- On One Estimate of the Ruin Probability (Q3521350) (← links)
- Regularization and error estimate of infinite‐time ruin probabilities for Cramer‐Lundberg model (Q4581038) (← links)
- Evaluating ruin probabilities: a streamlined approach (Q5049867) (← links)
