On finite-time ruin probabilities for classical risk models (Q3608235): Difference between revisions

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+Claude Lefèvre
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+MaRDI publication profile
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+https://doi.org/10.1080/03461230701766882
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+W2010508280
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@@ Property / cites work @@
+On a gamma series expansion for the time-dependent probability of collective ruin
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+Recursive calculation of finite time ruin probabilities under interest force.
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+Discounted probabilities and ruin theory in the compound binomial model
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+Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula
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+Classical numerical ruin probabilities
@@ Property / cites work: Classical numerical ruin probabilities / rank @@
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+Recursive calculation of finite-time ruin probabilities
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+Explicit finite-time and infinite-time ruin probabilities in the continuous case
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+Q3868650
@@ Property / cites work: Q3868650 / rank @@
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
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+Q4003764
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+Two-Sided Bounds for the Finite Time Probability of Ruin
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+A finite-time ruin probability formula for continuous claim severities
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+An improved finite-time ruin probability formula and its \(Mathematica\) implementation.
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+Q5461830
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+Normal rank
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+Ballot theorems revisited
@@ Property / cites work: Ballot theorems revisited / rank @@
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+Probabilité de ruine éventuelle dans un modèle de risque à temps discret
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+Problèmes de ruine en théorie du risque à temps discret avec horizon fini
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+On the Ruin Problem of Collective Risk Theory
@@ Property / cites work: On the Ruin Problem of Collective Risk Theory / rank @@
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+Another look at the Picard--Lefèvre formula for finite-time ruin probabilities
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+Q5592832
@@ Property / cites work: Q5592832 / rank @@
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+Calculation of the probability of eventual ruin by Beekman's convolution series
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+UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
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+A Generalization of the Ballot Problem and its Application in the Theory of Queues
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+Ruin probabilities in the compound binomial model
@@ Property / cites work: Ruin probabilities in the compound binomial model / rank @@
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+Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries
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