Ruin probabilities for two collaborating insurance companies (Q4999842): Difference between revisions

@@ label / en / label / en @@
+Ruin probabilities for two collaborating insurance companies
@@ Property / arXiv classification @@
+math.PR
@@ Property / arXiv classification: math.PR / rank @@
+Normal rank
@@ Property / arXiv classification @@
+q-fin.MF
@@ Property / arXiv classification: q-fin.MF / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.06598
@@ Property / arXiv ID: 1804.06598 / rank @@
+Normal rank
@@ Property / cites work @@
+A two-dimensional ruin problem on the positive quadrant
+Normal rank
@@ Property / cites work @@
+Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
+Normal rank
@@ Property / cites work @@
+De Vylder type approximation of the ruin probability for the insurer-reinsurer model
+Normal rank
@@ Property / cites work @@
+Parisian ruin probability with a lower ultimate bankrupt barrier
+Normal rank
@@ Property / cites work @@
+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
+Normal rank
@@ Property / cites work @@
+Parisian ruin of self-similar Gaussian risk processes
+Normal rank
@@ Property / cites work @@
+Simultaneous ruin probability for two-dimensional brownian risk model
+Normal rank
@@ Property / cites work @@
+Two-dimensional ruin probability for subexponential claim size
+Normal rank
@@ Property / cites work @@
+Stable Lévy motion approximation in collective risk theory
+Normal rank
@@ Property / cites work @@
+Q5729630
@@ Property / cites work: Q5729630 / rank @@
+Normal rank
@@ Property / cites work @@
+Tandem Brownian queues
@@ Property / cites work: Tandem Brownian queues / rank @@
+Normal rank
@@ Property / cites work @@
+Packet models revisited: tandem and priority systems
+Normal rank
@@ Property / cites work @@
+Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process
+Normal rank
@@ Property / cites work @@
+Explicit formula for the supremum distribution of a spectrally negative stable process
+Normal rank
@@ Property / cites work @@
+The distribution of the supremum for spectrally asymmetric Lévy processes
+Normal rank
@@ Property / cites work @@
+Numerical calculation of stable densities and distribution functions
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Problem of destruction and resolvent of a terminating process with independent increments
+Normal rank
@@ Property / cites work @@
+On the Distribution of the Supremum for Stochastic Processes with Interchangeable Increments
+Normal rank