The following pages link to (Q3560912):
Displaying 50 items.
- On Multiply Monotone Distributions, Continuous or Discrete, with Applications (Q147981) (← links)
- Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Comparing two mixing densities in nonparametric mixture models (Q288268) (← links)
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- Bi-seasonal discrete time risk model (Q297843) (← links)
- The roles of coupling and the deviation matrix in determining the value of capacity in \(\mathrm{M}/\mathrm{M}/1/C\) queues (Q298182) (← links)
- Large deviation principles in boundary problems for compound renewal processes (Q311242) (← links)
- Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
- A note on a discrete time MAP risk model (Q313585) (← links)
- On a multi-dimensional risk model with regime switching (Q320264) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- A make-to-stock production/inventory model with MAP arrivals and phase-type demands (Q333095) (← links)
- Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (Q340114) (← links)
- A Lundberg-type inequality for an inhomogeneous renewal risk model (Q340773) (← links)
- Ruin probability in the three-seasonal discrete-time risk model (Q340803) (← links)
- A note on ruin problems in perturbed classical risk models (Q342741) (← links)
- Boundary crossing of order statistics point processes (Q342919) (← links)
- A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
- Equalization reserves for natural catastrophes and shareholder value: a simulation study (Q362030) (← links)
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
- On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
- Ruin problems for an autoregressive risk model with dependent rates of interest (Q426430) (← links)
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
- On the infimum attained by the reflected fractional Brownian motion (Q488107) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues (Q492102) (← links)
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- Discrete Schur-constant models (Q495392) (← links)
- A bivariate risk model with mutual deficit coverage (Q495458) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution (Q507856) (← links)
- Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- A new look at the homogeneous risk model (Q654830) (← links)
- On the evaluation of finite-time ruin probabilities in a dependent risk model (Q668925) (← links)
- Parametric inference for ruin probability in the classical risk model (Q680468) (← links)
- On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model (Q722046) (← links)
- On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237) (← links)
- Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
- Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Modeling the effect of spending on cyber security by using surplus process (Q782257) (← links)
- Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)