Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419): Difference between revisions

@@ Property / DOI @@
-.1515/jaa-2018-0010
@@ Property / DOI: 10.1515/jaa-2018-0010 / rank @@
-Normal rank
@@ Property / author @@
+Lestaw Gajek
@@ Property / author: Lestaw Gajek / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1515/jaa-2018-0010
+Normal rank
@@ Property / OpenAlex ID @@
+W2804028955
@@ Property / OpenAlex ID: W2804028955 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk theory in a Markovian environment
@@ Property / cites work: Risk theory in a Markovian environment / rank @@
+Normal rank
@@ Property / cites work @@
+Some results about the expected ruin time in Markov-modulated risk models
+Normal rank
@@ Property / cites work @@
+Finite mixture and Markov switching models.
@@ Property / cites work: Finite mixture and Markov switching models. / rank @@
+Normal rank
@@ Property / cites work @@
+On the deficit distribution when ruin occurs -- discrete time model
+Normal rank
@@ Property / cites work @@
+Sharp approximations of ruin probabilities in the discrete time models
+Normal rank
@@ Property / cites work @@
+A generalization of Gerber's inequality for ruin probabilities in risk-switching models
+Normal rank
@@ Property / cites work @@
+Banach contraction principle and ruin probabilities in regime-switching models
+Normal rank
@@ Property / cites work @@
+Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model
+Normal rank
@@ Property / cites work @@
+Moments of claims in a Markovian environment
@@ Property / cites work: Moments of claims in a Markovian environment / rank @@
+Normal rank
@@ Property / cites work @@
+Q4380355
@@ Property / cites work: Q4380355 / rank @@
+Normal rank
@@ Property / cites work @@
+On the severity of ruin in a Markov-modulated risk model
+Normal rank
@@ Property / cites work @@
+On the probability of ruin in a Markov-modulated risk model
+Normal rank
@@ Property / Wikidata QID @@
+Q129771771
@@ Property / Wikidata QID: Q129771771 / rank @@
+Normal rank
@@ Property / DOI @@
+.1515/JAA-2018-0010
@@ Property / DOI: 10.1515/JAA-2018-0010 / rank @@
+Normal rank