Analysis of the discounted sum of ascending ladder heights (Q2445351): Difference between revisions

@@ Property / author @@
-Hélène Cossette
@@ Property / author: Hélène Cossette / rank @@
-Normal rank
@@ Property / author @@
-Étienne Marceau
@@ Property / author: Étienne Marceau / rank @@
-Normal rank
@@ Property / author @@
+Hélène Cossette
@@ Property / author: Hélène Cossette / rank @@
+Normal rank
@@ Property / author @@
+Étienne Marceau
@@ Property / author: Étienne Marceau / 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/10.1016/j.insmatheco.2012.06.004
+Normal rank
@@ Property / OpenAlex ID @@
+W1989084937
@@ Property / OpenAlex ID: W1989084937 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+TVaR-based capital allocation with copulas
@@ Property / cites work: TVaR-based capital allocation with copulas / rank @@
+Normal rank
@@ Property / cites work @@
+On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
+Normal rank
@@ Property / cites work @@
+Q5575243
@@ Property / cites work: Q5575243 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of the discounted sum of ascending ladder heights
+Normal rank
@@ Property / cites work @@
+The Density of the Time to Ruin in the Classical Poisson Risk Model
+Normal rank
@@ Property / cites work @@
+Q5538132
@@ Property / cites work: Q5538132 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Matching moments to phase distributions: Mixtures of erlang distributions of common order
+Normal rank
@@ Property / cites work @@
+Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
+Normal rank
@@ Property / cites work @@
+On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model
+Normal rank
@@ Property / cites work @@
+Moments of compound renewal sums with discounted claims
+Normal rank
@@ Property / cites work @@
+Recursive Moments of Compound Renewal Sums with Discounted Claims
+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 @@
+Analysis of a defective renewal equation arising in ruin theory
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals
+Normal rank
@@ Property / cites work @@
+The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4851818
@@ Property / cites work: Q4851818 / rank @@
+Normal rank
@@ Property / cites work @@
+On the moments of the surplus process perturbed by diffusion.
+Normal rank
@@ Property / cites work @@
+On the Class of Erlang Mixtures with Risk Theoretic Applications
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2445351