Non-Poissonian claims' arrivals and calculation of the probability of ruin (Q1265923): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The Fourier-series method for inverting transforms of probability distributions
+Normal rank
@@ Property / cites work @@
+Approximations for the probability of ruin within finite time
+Normal rank
@@ Property / cites work @@
+Conjugate processes and the simulation of ruin problems
+Normal rank
@@ Property / cites work @@
+Ruin probabilities expressed in terms of ladder height distributions
+Normal rank
@@ Property / cites work @@
+Q5524836
@@ Property / cites work: Q5524836 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3723577
@@ Property / cites work: Q3723577 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+The Pareto Distribution as a Queue Service Discipline
+Normal rank
@@ Property / cites work @@
+Q3268573
@@ Property / cites work: Q3268573 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5344556
@@ Property / cites work: Q5344556 / rank @@
+Normal rank
@@ Property / cites work @@
+Corrected normal approximation for the probability of ruin within finite time
+Normal rank
@@ Property / cites work @@
+Q5287558
@@ Property / cites work: Q5287558 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3292873
@@ Property / cites work: Q3292873 / rank @@
+Normal rank
@@ Property / cites work @@
+The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>)
+Normal rank
@@ Property / cites work @@
+Q4167462
@@ Property / cites work: Q4167462 / rank @@
+Normal rank
@@ Property / cites work @@
+Importance sampling in the Monte Carlo study of sequential tests
+Normal rank
@@ Property / Wikidata QID @@
+Q127488022
@@ Property / Wikidata QID: Q127488022 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6687(98)80001-2
+Normal rank
@@ Property / OpenAlex ID @@
+W1989463696
@@ Property / OpenAlex ID: W1989463696 / rank @@
+Normal rank