The following pages link to (Q5184219):
Displayed 15 items.
- Estimates for the probability of ruin with special emphasis on the possibility of large claims (Q1054107) (← links)
- Ruin problems with compounding assets (Q1239533) (← links)
- The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean (Q1293814) (← links)
- A stochastic production planning model with a dynamic chance constraint (Q2265942) (← links)
- A stochastic model of computer use (Q3865469) (← links)
- A diffusion approximation for the ruin function of a risk process with compounding assets (Q4085153) (← links)
- Compound Poisson processes, as modified by Ornstein-Uhlenbeck processes (Q4095640) (← links)
- Compound poisson processes, as modified by Ornstein-Uhlenbeck processes, Part II (Q4095641) (← links)
- Refined distributions for a multi-risk stochastic process (Q4151053) (← links)
- Group-theoretic evaluation of certain wiener integrals (Q4151499) (← links)
- A class of approximations of ruin probabilities (Q4164611) (← links)
- A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results (Q4248557) (← links)
- A stochastic approach to catastrophic risks (Q4715561) (← links)
- From John Beekman, ASA, Ball State University (Q5019711) (← links)
- Ordering of risks and ruin probabilities (Q5900009) (← links)