Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904): Difference between revisions

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+On a gamma series expansion for the time-dependent probability of collective ruin
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+Finite time ruin probabilities with one Laplace inversion.
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+Endogenous model of surrender conditions in equity-linked life insurance
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+The use of vector-valued martingales in risk theory
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+Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
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+Approximating the finite-time ruin probability under interest force
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+Recursive calculation of finite time ruin probabilities under interest force.
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+Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
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+Option pricing: A simplified approach
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+Explicit finite-time and infinite-time ruin probabilities in the continuous case
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+Ruin probabilities with compounding assets
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+A finite-time ruin probability formula for continuous claim severities
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+Finite-time ruin probabilities for discrete, possibly dependent, claim severities
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+Ruin models with investment income
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+The probability of ruin in finite time with discrete claim size distribution
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+Another look at the Picard--Lefèvre formula for finite-time ruin probabilities
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+Q4167462
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+Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
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+Erlangian approximation to finite time ruin probabilities in perturbed risk models
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