Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068): Difference between revisions

@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
+Normal rank
@@ Property / cites work @@
+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
+Normal rank
@@ Property / cites work @@
+On a risk model with dependence between interclaim arrivals and claim sizes
+Normal rank
@@ Property / cites work @@
+Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
+Normal rank
@@ Property / cites work @@
+Approximating the first crossing-time density for a curved boundary
+Normal rank
@@ Property / cites work @@
+On a Class of Renewal Risk Processes
@@ Property / cites work: On a Class of Renewal Risk Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities for Erlang (2) risk processes
@@ Property / cites work: Ruin probabilities for Erlang (2) risk processes / 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 @@
+The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
+Normal rank
@@ Property / cites work @@
+The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities and optimal investment
+Normal rank
@@ Property / cites work @@
+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
+Normal rank
@@ Property / cites work @@
+Two-Sided Bounds for the Finite Time Probability of Ruin
+Normal rank
@@ Property / cites work @@
+A finite-time ruin probability formula for continuous claim severities
+Normal rank
@@ Property / cites work @@
+On the infinite-horizon probability of (non)ruin for integer-valued claims
+Normal rank
@@ Property / cites work @@
+An improved finite-time ruin probability formula and its \(Mathematica\) implementation.
+Normal rank
@@ Property / cites work @@
+Q5661032
@@ Property / cites work: Q5661032 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3127236
@@ Property / cites work: Q3127236 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and overshoots for general Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probability with claims modeled by a stationary ergodic stable process.
+Normal rank
@@ Property / cites work @@
+On Cramér-like asymptotics for risk processes with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+The probability of ruin in finite time with discrete claim size distribution
+Normal rank
@@ Property / cites work @@
+Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions
+Normal rank
@@ Property / cites work @@
+First exit times for ordinary and compound Poisson processes with nonlinear boundaries
+Normal rank
@@ Property / cites work @@
+Subexponential asymptotics of hybrid fluid and ruin models
+Normal rank