Approximations in the problem of level crossing by a compound renewal process (Q1732073): Difference between revisions

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+Approximations for the probability of ruin within finite time
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+Q3560912
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+Ruin probabilities expressed in terms of ladder height distributions
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+On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
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+On the Density and Moments of the Time of Ruin with Exponential Claims
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+Explicit Solutions for Survival Probabilities in the Classical Risk Model
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+Non-Poissonian claims' arrivals and calculation of the probability of ruin
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+Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
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+Analytical best upper bounds on stop-loss premiums
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