Non-Poissonian claims' arrivals and calculation of the probability of ruin (Q1265923): Difference between revisions

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+The Fourier-series method for inverting transforms of probability distributions
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+Approximations for the probability of ruin within finite time
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+Conjugate processes and the simulation of ruin problems
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+Ruin probabilities expressed in terms of ladder height distributions
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+Q5524836
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+Normal rank
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+Q3723577
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+Q5624436
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+Aspects of risk theory
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+The Pareto Distribution as a Queue Service Discipline
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+Q3268573
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+Q5344556
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+Corrected normal approximation for the probability of ruin within finite time
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+Q5287558
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+Q3292873
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+The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>)
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+Q4167462
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+Importance sampling in the Monte Carlo study of sequential tests
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