The following pages link to (Q3228002):
Displaying 10 items.
- Cramér asymptotics for finite time first passage probabilities of general Lévy processes (Q840787) (← links)
- Some comparison results for finite-time ruin probabilities in the classical risk model (Q1681094) (← links)
- An optimization approach to adaptive multi-dimensional capital management (Q1757615) (← links)
- Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
- Urnenmodelle und ihre Anwendung in der Versicherungsmathematik (Q4404268) (← links)
- Ultimate Ruin Probabilities for Generalized Gamma-Convolutions Claim Sizes (Q4461281) (← links)
- Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
- Precise large deviations for the first passage time of a random walk with negative drift (Q5233982) (← links)
- On Cramér's First Contributions to Ruin Theory (Q5379216) (← links)