Practical approximations for multivariate characteristics of risk processes (Q1974037): Difference between revisions

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+Approximations for the probability of ruin within finite time
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+The power-series algorithm applied to cyclic polling systems
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+Q5667360
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+Fourier inversion—distribution functions—long tails
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+Numerical inversions of characteristic functions
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+Numerical inversion of the Laplace transform: a survey and comparison of methods
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+Recursive calculation of the probability and severity of ruin
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+On the distribution of the claim causing ruin
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+Taylor-series expansion for multivariate characteristics of classical risk processes
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+Q4275389
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+A class of approximations of ruin probabilities
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+Power Series for Stationary Distributions of Coupled Processor Models
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+Diffusion approximations in collective risk theory
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+Light-Traffic Analysis for Queues with Spatially Distributed Arrivals
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+New quadrature formulas for the numerical inversion of the Laplace transform
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+Light Traffic Limits of Sojourn Time Distributions in Markovian Queueing Networks
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+Q5621879
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+The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>)
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+Numerical inversion of characteristic functions
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+Calculating light traffic limits for sojourn times in open markovian queueing systems
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+Q4769762
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+Ruin probabilities prepared for numerical calculation
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+Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique
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+How to calculate ruin probabilities according to the classical risk theory
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