Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462): Difference between revisions

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+Approximate solutions of severity of ruins
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+Normal rank
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+On the distribution of the surplus prior to ruin
@@ Property / cites work: On the distribution of the surplus prior to ruin / rank @@
+Normal rank
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+Ruin problems and dual events
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+Normal rank
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+On the distribution of the duration of negative surplus
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+How long is the surplus below zero?
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+Normal rank
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+On the moments of ruin and recovery times
@@ Property / cites work: On the moments of ruin and recovery times / rank @@
+Normal rank
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+The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
+Normal rank
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+Q4279264
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+Normal rank
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+Preservation of certain classes of life distributions under Poisson shock models
+Normal rank
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+Q5538132
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+Normal rank
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+Q3868650
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+Normal rank
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+DFR property of first-passage times and its preservation under geometric compounding
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+Q4851818
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+Normal rank
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+Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
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+On a class of approximations for ruin and waiting time probabilities
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