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

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