Pages that link to "Item:Q5018750"
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The following pages link to Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims (Q5018750):
Displaying 8 items.
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
- Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier (Q893334) (← links)
- Discrete-time insurance model with capital injections and reinsurance (Q905223) (← links)
- Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period (Q2241500) (← links)
- An approximation of minimum initial capital of investment discrete time surplus process with Weibull distribution in a reinsurance company (Q2337005) (← links)
- (Q5172889) (← links)
- Local limit theorems for collective risk models (Q6178678) (← links)
- Premium pricing under a ruin probability with policy deductible or with benefit limit (Q6670622) (← links)
