Pages that link to "Item:Q1098534"

The following pages link to The probability and severity of ruin for combinations of exponential claim amount distributions and their translations (Q1098534):

Displaying 31 items.

• On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
• Ruin problems for a discrete time risk model with random interest rate (Q883070) (← links)
• The surpluses immediately before and at ruin, and the amount of the claim causing ruin (Q1121630) (← links)
• Further use of Shiu's approach to the evaluation of ultimate ruin probabilities (Q1122285) (← links)
• Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462) (← links)
• On the expectations of the present values of the time of ruin perturbed by diffusion. (Q1413409) (← links)
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
• Recursive calculation of the probability and severity of ruin (Q1824337) (← links)
• Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297) (← links)
• Ladder height distributions with marks (Q1899258) (← links)
• Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977) (← links)
• A note on the Taylor series expansions for multivariate characteristics of classical risk processes (Q1962815) (← links)
• Analysis of a defective renewal equation arising in ruin theory (Q1962817) (← links)
• Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
• Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach (Q2447408) (← links)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin (Q2703236) (← links)
• VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
• On a risk measure inspired from the ruin probability and the expected deficit at ruin (Q4575384) (← links)
• Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
• Approximate solutions of severity of ruins (Q4716011) (← links)
• Optimal prevention of large risks with two types of claims (Q5003354) (← links)
• Discussion on “On Cramér’s First Contributions to Ruin Theory,” by Ennio Badolati and Sandra Ciccone, Volume 21(2) (Q5241930) (← links)
• The probability of ruin in a discrete semi-Markov risk model (Q5422744) (← links)
• On the severity of ruin in a Markov-modulated risk model (Q5430562) (← links)
• On the Distribution of the Deficit at Ruin when Claims are Phase-type (Q5430572) (← links)
• Ruin Probability for the Integrated Gaussian Process with Force of Interest (Q5440642) (← links)
• A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model (Q5467664) (← links)
• The Time Value of Ruin in a Sparre Andersen Model (Q5716025) (← links)
• On the distribution of surplus immediately after ruin under interest force (Q5956048) (← links)