Pages that link to "Item:Q5398342"
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The following pages link to DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS (Q5398342):
Displaying 18 items.
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
- Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425) (← links)
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (Q931207) (← links)
- Duality in ruin problems for ordered risk models (Q1697212) (← links)
- The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- Bounds for the probability and severity of ruin in the Sparre Andersen model (Q2485542) (← links)
- Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
- Sparre Andersen identity and the last passage time (Q3188591) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)
- The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes (Q4575365) (← links)
- Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476) (← links)
- Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes (Q5031036) (← links)
- Fraud risk assessment within blockchain transactions (Q5203943) (← links)
- (Q5453764) (← links)
- The Time Value of Ruin in a Sparre Andersen Model (Q5716025) (← links)
