Pages that link to "Item:Q5430334"
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The following pages link to Fitting combinations of exponentials to probability distributions (Q5430334):
Displayed 11 items.
- Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546) (← links)
- Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
- Explicit results on conditional distributions of generalized exponential mixtures (Q5139901) (← links)
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
- DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS (Q5398342) (← links)
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
- Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes (Q6067509) (← links)
- On the three-component mixture of exponential distributions: a Bayesian framework to model data with multiple lower and upper outliers (Q6104235) (← links)
- An overview of exact solution methods for guaranteed minimum death benefit options in variable annuities (Q6130855) (← links)
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
- Asymptotic Results for the Severity and Surplus Before Ruin for a Class of Lévy Insurance Processes (Q6173304) (← links)