Pages that link to "Item:Q5029079"
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The following pages link to “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):
Displaying 5 items.
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- Bridging the first and last passage times for Lévy models (Q2685908) (← links)
- “On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion”, Jun Cai and Chengming Xu, April 2006 (Q5018723) (← 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)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)