Approximations for the probability of ruin within finite time (Q3685056): Difference between revisions

@@ Property / author @@
-Soren Asmussen
@@ Property / author: Soren Asmussen / rank @@
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+Soren Asmussen
@@ Property / author: Soren Asmussen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03461238.1984.10413752
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@@ Property / OpenAlex ID @@
+W2064373659
@@ Property / OpenAlex ID: W2064373659 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the <i>GI/G/</i>1 queue
+Normal rank
@@ Property / cites work @@
+On Deviations of the Sample Mean
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+Normal rank
@@ Property / cites work @@
+Ruin probabilities expressed in terms of ladder height distributions
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@@ Property / cites work @@
+Q5560061
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+Some general results for many server queues
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+Q5624436
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+Q5829358
@@ Property / cites work: Q5829358 / rank @@
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@@ Property / cites work @@
+A class of approximations of ruin probabilities
@@ Property / cites work: A class of approximations of ruin probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A remark on ‘A class of approximations of ruin probabilities’
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+Diffusion approximations in collective risk theory
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+Ergodic Properties of Continuous-Time Markov Processes and Their Discrete Skeletons
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+On the Ruin Problem of Collective Risk Theory
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+The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>)
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