Pages that link to "Item:Q1185319"

The following pages link to Computational methods in risk theory: a matrix-algorithmic approach (Q1185319):

Displaying 35 items.

• Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
• Padé approximants for finite time ruin probabilities (Q475654) (← links)
• Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
• Doubly periodic non-homogeneous Poisson models for hurricane data (Q713630) (← links)
• Recursions for multivariate compound phase variables (Q939328) (← links)
• Ruin probabilities for Erlang (2) risk processes (Q1265933) (← links)
• Two-sided Lundberg inequalities in a Markovian environment (Q1324885) (← links)
• Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
• Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
• Finite time ruin probabilities with one Laplace inversion. (Q1413406) (← links)
• Ruin probabilities based at claim instants for some non-Poisson claim processes (Q1584520) (← links)
• Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
• Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
• The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
• On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
• Evaluating readmission rates and discharge planning by analyzing the length-of-stay of patients (Q2329891) (← links)
• Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525) (← links)
• The time to ruin and the number of claims until ruin for phase-type claims (Q2444703) (← links)
• Multivariate risk model of phase type (Q2485539) (← links)
• Speedy convolution algorithms and Panjer recursions for phase-type distributions (Q2507950) (← links)
• On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (Q2514605) (← links)
• Availability of inspected systems subject to shocks - A matrix algorithmic approach (Q2519089) (← links)
• The variance constant for the actual waiting time of the PH/PH/1 queue (Q2564689) (← links)
• Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
• Ruin Problems for Phase-Type(2) Risk Processes (Q2739860) (← links)
• Strong stability in a two-dimensional classical risk model with independent claims (Q3077752) (← links)
• Characterization of Matrix-Exponential Distributions (Q3529848) (← links)
• An alternative characterization for matrix exponential distributions (Q3558935) (← links)
• Approximations for Finite Horizon Ruin Probabilities in the Renewal Model (Q4512136) (← links)
• Phase-type distributions and risk processes with state-dependent premiums (Q4881684) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• On the Distribution of the Deficit at Ruin when Claims are Phase-type (Q5430572) (← links)
• The estimation of phase-type related functionals using Markov chain Monte Carlo methods (Q5467677) (← links)
• Moment generating functions of compound renewal sums with discounted claims (Q5894381) (← links)
• Moment generating functions of compound renewal sums with discounted claims (Q5894382) (← links)