Pages that link to "Item:Q5430572"

The following pages link to On the Distribution of the Deficit at Ruin when Claims are Phase-type (Q5430572):

Displaying 31 items.

• A note on some joint distribution functions involving the time of ruin (Q282279) (← links)
• The deficit at ruin in the Sparre Andersen model with interest (Q874329) (← links)
• Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model (Q997081) (← links)
• A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
• The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (Q1413408) (← links)
• The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675) (← links)
• On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
• Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
• Extreme behavior of multivariate phase-type distributions (Q2384448) (← links)
• The time to ruin and the number of claims until ruin for phase-type claims (Q2444703) (← links)
• Ruin probabilities in the discrete time renewal risk model (Q2492176) (← links)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• Equilibrium Distributions of Discrete Phase Type (Q2841134) (← links)
• Fitting bivariate losses with phase-type distributions (Q2868608) (← links)
• RATIO MONOTONICITY FOR TAIL PROBABILITIES IN THE RENEWAL RISK MODEL (Q3000392) (← links)
• Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744) (← links)
• BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (Q3614905) (← links)
• RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS (Q4563744) (← links)
• Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter (Q4576972) (← links)
• Upper bounds on the expected time to ruin and on the expected recovery time (Q4819487) (← links)
• “Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005 (Q5018711) (← links)
• Authors’ Reply: Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model,” Andrew C. Y. Ng and Hailiang Yang, April 2005 - Discussion by David C. M. Dickson, Steve Drekic, David A. Stanf (Q5018712) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• Fitting Matrix Geometric Distributions by Model Reduction (Q5256325) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• The surplus prior to ruin and the deficit at ruin for a correlated risk process (Q5430559) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
• Risk processes analyzed as fluid queues (Q5467653) (← links)
• Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models (Q5490582) (← links)
• Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model (Q5716026) (← links)
• Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)