Pages that link to "Item:Q4306634"

The following pages link to Ruin estimation for a general insurance risk model (Q4306634):

Displaying 50 items.

• Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
• On optimal dividends with exponential and linear penalty payments (Q506101) (← links)
• Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• On the time value of absolute ruin with tax (Q659184) (← links)
• Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
• The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function (Q835683) (← links)
• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
• On a risk model with debit interest and dividend payments (Q951191) (← links)
• The compound Poisson risk model with multiple thresholds (Q998276) (← links)
• A new aspect of a risk process and its statistical inference (Q1003819) (← links)
• Total duration of negative surplus for the risk model with debit interest (Q1021771) (← links)
• Ruin theory with compounding assets -- a survey (Q1265912) (← links)
• On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919) (← links)
• On the distribution of the surplus of the D-E model prior to and at ruin (Q1302135) (← links)
• Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323) (← links)
• Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves (Q1796728) (← links)
• The first exit time and ruin time for a risk process with reserve-dependent income. (Q1871355) (← links)
• Ruin probabilities with compounding assets (Q1962816) (← links)
• Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
• Approximations of piecewise deterministic Markov processes and their convergence properties (Q2093693) (← links)
• Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947) (← links)
• Ruin probabilities under capital constraints (Q2273995) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• Extended Gerber-Shiu functions in a risk model with interest (Q2347117) (← links)
• On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823) (← links)
• On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
• Calculation of finite time ruin probabilities for some risk models (Q2581776) (← links)
• Volterra integral equations: an approach based on Lipschitz-continuity (Q2673947) (← links)
• Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
• Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) (← links)
• On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
• Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
• On occupation times for a risk process with reserve-dependent premium (Q3147437) (← links)
• Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest (Q3535639) (← links)
• Insurance with borrowing: first- and second-order approximations (Q3558942) (← links)
• The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
• On the time value of absolute ruin with debit interest (Q3590742) (← links)
• Martingales and insurance risk (Q3831908) (← links)
• Saddlepoint approximations to the distribution of the total claim amount in some recent risk models (Q4034592) (← links)
• Ruin probabilities in the presence of heavy-tails and interest rates (Q4235013) (← links)
• An optimal stopping problem in risk theory (Q4367769) (← links)
• Approximation of Optimal Reinsurance and Dividend Payout Policies (Q4464015) (← links)
• On the time and the number of claims when the surplus drops below a certain level (Q4576976) (← links)
• Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (Q5019754) (← links)
• The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate (Q5077961) (← links)
• Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735) (← links)
• Piecewise deterministic processes following two alternating patterns (Q5205939) (← links)