Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462): Difference between revisions

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+Approximate solutions of severity of ruins
@@ Property / cites work: Approximate solutions of severity of ruins / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the surplus prior to ruin
@@ Property / cites work: On the distribution of the surplus prior to ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin problems and dual events
@@ Property / cites work: Ruin problems and dual events / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the duration of negative surplus
+Normal rank
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+How long is the surplus below zero?
@@ Property / cites work: How long is the surplus below zero? / rank @@
+Normal rank
@@ Property / cites work @@
+On the moments of ruin and recovery times
@@ Property / cites work: On the moments of ruin and recovery times / rank @@
+Normal rank
@@ Property / cites work @@
+The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
+Normal rank
@@ Property / cites work @@
+Q4279264
@@ Property / cites work: Q4279264 / rank @@
+Normal rank
@@ Property / cites work @@
+Preservation of certain classes of life distributions under Poisson shock models
+Normal rank
@@ Property / cites work @@
+Q5538132
@@ Property / cites work: Q5538132 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+DFR property of first-passage times and its preservation under geometric compounding
+Normal rank
@@ Property / cites work @@
+Q4851818
@@ Property / cites work: Q4851818 / rank @@
+Normal rank
@@ Property / cites work @@
+Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
+Normal rank
@@ Property / cites work @@
+On a class of approximations for ruin and waiting time probabilities
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6687(98)00030-4
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@@ Property / OpenAlex ID @@
+W1997675080
@@ Property / OpenAlex ID: W1997675080 / rank @@
+Normal rank