Distributional study of finite-time ruin related problems for the classical risk model (Q1740157): Difference between revisions

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+Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula
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+Explicit finite-time and infinite-time ruin probabilities in the continuous case
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+Q3158278
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+Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin
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+A note on some joint distribution functions involving the time of ruin
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+Approximations to ruin probability in the presence of an upper absorbing barrier
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+Finite time ruin problems for the Erlang\((2)\) risk model
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+The Density of the Time to Ruin in the Classical Poisson Risk Model
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+On the Time Value of Ruin
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+Two-Sided Bounds for the Finite Time Probability of Ruin
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+A finite-time ruin probability formula for continuous claim severities
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+An improved finite-time ruin probability formula and its \(Mathematica\) implementation.
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+Computing the finite-time expected discounted penalty function for a family of Lévy risk processes
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+Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
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+On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model
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+On finite-time ruin probabilities for classical risk models
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+A new look at the homogeneous risk model
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+Ruin probabilities for risk models with ordered claim arrivals
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+RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS
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+Some ruin problems for the MAP risk model
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+Number of jumps in two-sided first-exit problems for a compound Poisson process
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+Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model
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+The finite-time ruin probability under the compound binomial risk model
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+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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+A two-sided first-exit problem for a compound Poisson process with a random upper boundary
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+On some measures of the severity of ruin in the classical Poisson model
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+The probability of ruin in finite time with discrete claim size distribution
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+On the Ruin Problem of Collective Risk Theory
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+Another look at the Picard--Lefèvre formula for finite-time ruin probabilities
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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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+The order-statistic claim process with dependent claim frequencies and severities
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+On a partial integrodifferential equation of Seal's type
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