Pages that link to "Item:Q3286759"
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The following pages link to On the Ruin Problem of Collective Risk Theory (Q3286759):
Displaying 38 items.
- A note on some joint distribution functions involving the time of ruin (Q282279) (← links)
- The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
- The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model (Q414592) (← links)
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
- Some ruin problems for the MAP risk model (Q896202) (← links)
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
- Conjugate processes and the simulation of ruin problems (Q1063341) (← links)
- The moments of ruin time in the classical risk model with discrete claim size distribution (Q1277810) (← links)
- Inequality extensions of Prabhu's formula in ruin theory (Q1302129) (← links)
- Probability modelling across the continents (Q1357704) (← links)
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464) (← links)
- Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
- Stochastic clearing systems (Q1843272) (← links)
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- A multidimensional ruin problem and an associated notion of duality (Q2816623) (← links)
- Erlang risk models and finite time ruin problems (Q2866304) (← links)
- A delayed dual risk model (Q2976125) (← links)
- On finite-time ruin probabilities for classical risk models (Q3608235) (← links)
- Optimal Dynamic Reinsurance (Q3632843) (← links)
- Approximations for the probability of ruin within finite time (Q3685056) (← links)
- Approximations to ruin probability in the presence of an upper absorbing barrier (Q3707220) (← links)
- A remark on survival probabilities for a weighted poisson process (Q3969750) (← links)
- On the accuracy of phase-type approximations of heavy-tailed risk models (Q4576866) (← links)
- On the interaction between risk and queueing theories (Q4745186) (← links)
- The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>) (Q4776722) (← links)
- Optimal lower barrier on modified surplus process (Q5106869) (← links)
- The probability of ruin in a discrete semi-Markov risk model (Q5422744) (← links)
- Monotone Stochastic Recursions and their Duals (Q5485351) (← links)
- A Note on Negative Customers, GI/G/1 Workload, and Risk Processes (Q5488542) (← links)
- On the Time Value of Ruin (Q5718272) (← links)
- The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
- Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
