Bayesian estimation of finite time ruin probabilities (Q5391286): Difference between revisions

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-Rosa Elvira Lillo
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+Rosa Elvira Lillo
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+MaRDI publication profile
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+https://doi.org/10.1002/asmb.762
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+W2242133694
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+Erlangian Approximations for Finite-Horizon Ruin Probabilities
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+Finite time ruin probabilities with one Laplace inversion.
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+Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
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+Q3474015
@@ Property / cites work: Q3474015 / rank @@
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+A discussion of parameter and model uncertainty in insurance
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+The estimation of phase-type related functionals using Markov chain Monte Carlo methods
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+Examples of fitting structured phase–type distributions
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+Transient and busy period analysis of the GI/G/1 queue: The method of stages
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+BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION
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+The Fourier-series method for inverting transforms of probability distributions
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+Q4769762
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+Q4363930
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+The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
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+Publication:5391286