Pages that link to "Item:Q5430555"
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The following pages link to The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (Q5430555):
Displaying 23 items.
- 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)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- Stochastic bounds for the Sparre Andersen process (Q812976) (← links)
- Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425) (← 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)
- On the discounted penalty function in the renewal risk model with general interclaim times (Q997079) (← links)
- Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk model with Erlang(\(n\)) claims (Q1936140) (← links)
- Hitting probabilities of weighted Poisson processes with different intensities and their subordinations (Q2154241) (← links)
- Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
- Erlang risk models and finite time ruin problems (Q2866304) (← links)
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
- Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin (Q3395773) (← links)
- On a First-Passage-Time Problem for the Compound Power-Law Process (Q3396374) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)
- Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims (Q5018750) (← links)
- On the Class of Erlang Mixtures with Risk Theoretic Applications (Q5019730) (← 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)
- The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
