Pages that link to "Item:Q1871297"

The following pages link to Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297):

Displaying 10 items.

• Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279) (← links)
• On asymptotics of deficit distribution and its moments at the time of ruin (Q619344) (← links)
• On domination problem of non-negative distributions (Q1034901) (← links)
• Explicit moments for a class of micro-models in non-life insurance (Q2010902) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
• The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments (Q3396379) (← links)
• The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments (Q4921642) (← links)
• Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
• Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process (Q5715901) (← links)