Pages that link to "Item:Q5716026"

The following pages link to Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model (Q5716026):

Displaying 12 items.

• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• The deficit at ruin in the Sparre Andersen model with interest (Q874329) (← links)
• Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
• The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
• Matrix-Form Recursions for a Family of Compound Distributions (Q3569720) (← links)
• Analysis of IBNR claims in renewal insurance models (Q4577198) (← links)
• “Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005 (Q5018711) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
• Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (Q5490597) (← links)