The Moments of the Time of Ruin in Markovian Risk Models (Q3088979): Difference between revisions

@@ 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/10.1080/10920277.2010.10597605
+Normal rank
@@ Property / OpenAlex ID @@
+W2000073253
@@ Property / OpenAlex ID: W2000073253 / rank @@
+Normal rank
@@ Property / cites work @@
+Erlangian Approximations for Finite-Horizon Ruin Probabilities
+Normal rank
@@ Property / cites work @@
+Risk processes analyzed as fluid queues
@@ Property / cites work: Risk processes analyzed as fluid queues / rank @@
+Normal rank
@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Symbolic calculation of the moments of the time of ruin.
+Normal rank
@@ Property / cites work @@
+On the Density and Moments of the Time of Ruin with Exponential Claims
+Normal rank
@@ Property / cites work @@
+On the Moments of the Time of Ruin with Applications to Phase-Type Claims
+Normal rank
@@ Property / cites work @@
+Q3961697
@@ Property / cites work: Q3961697 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5471382
@@ Property / cites work: Q5471382 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Matrix Analytic Methods in Stochastic Modeling
+Normal rank
@@ Property / cites work @@
+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
+Normal rank
@@ Property / cites work @@
+Q3998117
@@ Property / cites work: Q3998117 / rank @@
+Normal rank