Pages that link to "Item:Q1413294"

The following pages link to An improved finite-time ruin probability formula and its \(Mathematica\) implementation. (Q1413294):

Displaying 21 items.

• A new look at the homogeneous risk model (Q654830) (← links)
• On the evaluation of finite-time ruin probabilities in a dependent risk model (Q668925) (← links)
• Another look at the Picard--Lefèvre formula for finite-time ruin probabilities (Q704403) (← links)
• Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
• Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (Q998292) (← links)
• Sensitivity analysis and density estimation for finite-time ruin probabilities (Q1026435) (← links)
• Symbolic calculation of the moments of the time of ruin. (Q1430676) (← links)
• Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
• Ruin probability via quantum mechanics approach (Q1742708) (← links)
• Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
• Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
• A nonhomogeneous risk model for insurance (Q2494797) (← links)
• Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
• Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions (Q2644299) (← links)
• Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
• Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
• On the infinite-horizon probability of (non)ruin for integer-valued claims (Q3410932) (← links)
• Optimal retention levels, given the joint survival of cedent and reinsurer (Q3440868) (← links)
• On finite-time ruin probabilities for classical risk models (Q3608235) (← links)
• Problèmes de ruine en théorie du risque à temps discret avec horizon fini (Q4462687) (← links)
• A finite-time ruin probability formula for continuous claim severities (Q4819480) (← links)