The following pages link to (Q3560912):
Displaying 50 items.
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119) (← links)
- On a risk model with claim investigation (Q896741) (← links)
- Risk models with premiums adjusted to claims number (Q896749) (← links)
- Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- Convolution and convolution-root properties of long-tailed distributions (Q897839) (← links)
- A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
- Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
- On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
- A note on the net profit condition for discrete and classical risk models (Q904327) (← links)
- Characterization theorems for customer equivalent utility insurance premium calculation principle (Q906589) (← links)
- The impact of insurance premium taxation (Q1616053) (← links)
- Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
- Deep factorisation of the stable process. II: Potentials and applications (Q1635974) (← links)
- Recovery of ruin probability and value at risk from the scaled Laplace transform inversion (Q1639543) (← links)
- Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
- Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190) (← links)
- Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I (Q1669911) (← links)
- Integro-local limit theorems for compound renewal processes under Cramér's condition. I (Q1673661) (← links)
- Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
- Some comparison results for finite-time ruin probabilities in the classical risk model (Q1681094) (← links)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
- On the moment-generating functions of extrema and their complements for almost semicontinuous integer-valued Poisson processes on Markov chains (Q1688157) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
- Duality in ruin problems for ordered risk models (Q1697212) (← links)
- Approximation of ruin probabilities via Erlangized scale mixtures (Q1697232) (← links)
- Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042) (← links)
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion (Q1726860) (← links)
- On the resolvent of the Lévy process with matrix-exponential distribution of jumps (Q1729406) (← links)
- Conditioned real self-similar Markov processes (Q1730941) (← links)
- Approximations in the problem of level crossing by a compound renewal process (Q1732073) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- Ruin probability via quantum mechanics approach (Q1742708) (← links)
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- Optimal dividends under Erlang(2) inter-dividend decision times (Q1742724) (← links)
- On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)