On the randomized Schmitter problem (Q2152226): Difference between revisions

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-Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-021-09910-5
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+W3213906102
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+Reinsurance
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin
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+Erlangian Approximations for Finite-Horizon Ruin Probabilities
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+Risk and Insurance
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+Insurance calculations using incomplete information
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+Aging properties and bounds for ruin probabilities and stop-loss premiums
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+Randomization and the American Put
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+The bi-atomic uniform minimal solution of Schmitter's problem
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+The solution of Schmitter's simple problem: Numerical illustration
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+Estimation of ruin probabilities
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+The numerical solution of the Schmitter problems: Theory
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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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+On Conditions for a Probability Distribution to Be Uniquely Determined by Its Moments
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@@ links / mardi / name / links / mardi / name @@
+Publication:2152226