Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277): Difference between revisions

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+Stationary distributions for fluid flow models with or without brownian noise
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+Q4878835
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+Erlangian Approximations for Finite-Horizon Ruin Probabilities
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+The use of vector-valued martingales in risk theory
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+Risk processes analyzed as fluid queues
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+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
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+On the Density and Moments of the Time of Ruin with Exponential Claims
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Q3961697
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+Q4101255
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+The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
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+The Erlangization method for Markovian fluid flows
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+Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
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+Ruin probabilities based at claim instants for some non-Poisson claim processes
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+The Schur complement and its applications
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