Bayesian estimation of finite time ruin probabilities (Q5391286): 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/10.1002/asmb.762
@@ Property / full work available at URL: https://doi.org/10.1002/asmb.762 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2242133694
@@ Property / OpenAlex ID: W2242133694 / rank @@
+Normal rank
@@ Property / cites work @@
+Erlangian Approximations for Finite-Horizon Ruin Probabilities
+Normal rank
@@ Property / cites work @@
+Finite time ruin probabilities with one Laplace inversion.
+Normal rank
@@ Property / cites work @@
+Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
+Normal rank
@@ Property / cites work @@
+Q3474015
@@ Property / cites work: Q3474015 / rank @@
+Normal rank
@@ Property / cites work @@
+A discussion of parameter and model uncertainty in insurance
+Normal rank
@@ Property / cites work @@
+The estimation of phase-type related functionals using Markov chain Monte Carlo methods
+Normal rank
@@ Property / cites work @@
+Examples of fitting structured phase–type distributions
+Normal rank
@@ Property / cites work @@
+Transient and busy period analysis of the GI/G/1 queue: The method of stages
+Normal rank
@@ Property / cites work @@
+BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION
+Normal rank
@@ Property / cites work @@
+The Fourier-series method for inverting transforms of probability distributions
+Normal rank
@@ Property / cites work @@
+Q4769762
@@ Property / cites work: Q4769762 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4363930
@@ Property / cites work: Q4363930 / rank @@
+Normal rank
@@ Property / cites work @@
+The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
+Normal rank