Pages that link to "Item:Q1209475"

The following pages link to On the distribution of the surplus prior to ruin (Q1209475):

Displaying 46 items.

• Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857) (← links)
• On the expected discounted penalty function for risk process with tax (Q631560) (← links)
• On the Gerber-Shiu function and change of measure (Q659175) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• On the distribution of the claim causing ruin (Q689579) (← links)
• On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
• On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
• A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
• Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
• Asymptotic results for heavy-tailed distributions using defective renewal equations (Q1009712) (← links)
• Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
• On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
• Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462) (← links)
• On the distribution of the surplus of the D-E model prior to and at ruin (Q1302135) (← links)
• Ruin problems and dual events (Q1329415) (← links)
• On some measures of the severity of ruin in the classical Poisson model (Q1333587) (← links)
• Reinsurance and ruin (Q1381143) (← links)
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464) (← links)
• On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
• On the expected discounted penalty function at ruin of a surplus process with interest. (Q1413325) (← links)
• The joint distributions of several important actuarial diagnostics in the classical risk model. (Q1413331) (← links)
• Ruin theory in a financial corporation model with credit risk. (Q1413343) (← links)
• The joint density function of three characteristics on jump-diffusion risk process. (Q1413411) (← links)
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
• The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675) (← links)
• Discounted probabilities and ruin theory in the compound binomial model (Q1584519) (← links)
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
• Some results for the compound Poisson process that is perturbed by diffusion (Q1611092) (← links)
• On the distribution of surplus immediately before ruin under interest force (Q1612939) (← links)
• Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977) (← links)
• On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (Q1958723) (← links)
• Analysis of a defective renewal equation arising in ruin theory (Q1962817) (← links)
• Refinements of two-sided bounds for renewal equations (Q2276218) (← links)
• Extended Gerber-Shiu functions in a risk model with interest (Q2347117) (← links)
• How long is the surplus below zero? (Q2366049) (← links)
• On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058) (← links)
• Ruin Problems for Phase-Type(2) Risk Processes (Q2739860) (← links)
• Some results on the joint distribution prior to and at the time of ruin in the classical model (Q3103209) (← links)
• On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
• Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863) (← 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)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
• Applications of the classical compound Poisson model with claim sizes following a compound distribution (Q6163059) (← links)