The following pages link to Mathematical fun with ruin theory (Q1110974):
Displayed 31 items.
- The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model (Q414592) (← links)
- Compound binomial risk model in a Markovian environment (Q704419) (← links)
- Properties of a risk measure derived from the expected area in red (Q743159) (← links)
- When does the surplus reach a given target? (Q808143) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model (Q977152) (← links)
- On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
- Further use of Shiu's approach to the evaluation of ultimate ruin probabilities (Q1122285) (← links)
- Ruin probability by operational calculus (Q1263214) (← links)
- Inequality extensions of Prabhu's formula in ruin theory (Q1302129) (← links)
- On the first crossing of the surplus process with a given upper barrier (Q1333591) (← links)
- Aging and other distributional properties of discrete compound geometric distributions (Q1413274) (← links)
- A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
- Note on the bi-risk discrete time risk model with income rate two (Q2103305) (← links)
- Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm (Q2139728) (← links)
- On \(2\times 2\) determinants originating from survival probabilities in homogeneous discrete time risk model (Q2171979) (← links)
- A cyclic approach on classical ruin model (Q2306094) (← links)
- How long is the surplus below zero? (Q2366049) (← links)
- A two-sided first-exit problem for a compound Poisson process with a random upper boundary (Q2487759) (← links)
- Ruin probabilities for risk models with ordered claim arrivals (Q2513660) (← links)
- On the Probability of (Non-) Ruin in Infinite Time (Q2759551) (← links)
- On the infinite-horizon probability of (non)ruin for integer-valued claims (Q3410932) (← links)
- Some results on the compound Markov binomial model (Q3440849) (← links)
- Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
- First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941) (← links)
- Exact boundaries in sequential testing for phase-type distributions (Q5245635) (← links)
- Ruin Probabilities in the Compound Markov Binomial Model (Q5467678) (← links)
- Differentiation of some functionals of risk processes, and optimal reserve allocation (Q5697590) (← links)
- On the Time Value of Ruin (Q5718272) (← links)
- Bi-seasonal discrete time risk model with income rate two (Q6164697) (← links)
- Multiseasonal discrete-time risk model revisited (Q6185041) (← links)