Pages that link to "Item:Q3805602"

The following pages link to Ruin probabilities expressed in terms of storage processes (Q3805602):

Displaying 19 items.

• On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
• Ruin theory with compounding assets -- a survey (Q1265912) (← links)
• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
• Shot-noise queueing models (Q2070672) (← links)
• On queues with service and interarrival times depending on waiting times (Q2454678) (← links)
• Calculation of finite time ruin probabilities for some risk models (Q2581776) (← links)
• Continuity Estimates for Ruin Probabilities (Q2739852) (← links)
• A large deviation estimate for ruin probabilities (Q3142173) (← links)
• Risk Processes with Interest Force in Markovian Environment (Q3653123) (← links)
• The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case (Q4012746) (← links)
• Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560) (← links)
• ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS (Q4679795) (← links)
• Risk theory in a Markovian environment (Q4734642) (← links)
• Phase-type distributions and risk processes with state-dependent premiums (Q4881684) (← links)
• Affine Storage and Insurance Risk Models (Q5026437) (← links)
• (Q5295970) (← links)
• Monotone Stochastic Recursions and their Duals (Q5485351) (← links)
• Stochastic Duality of Markov Processes: A Study Via Generators (Q5746991) (← links)
• Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion (Q5938024) (← links)