Pages that link to "Item:Q1277810"

The following pages link to The moments of ruin time in the classical risk model with discrete claim size distribution (Q1277810):

Displaying 17 items.

• Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
• First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
• Another look at the Picard--Lefèvre formula for finite-time ruin probabilities (Q704403) (← links)
• The expected discounted penalty at ruin in the risk process with random income (Q849761) (← links)
• On the moments of the surplus process perturbed by diffusion. (Q1413363) (← links)
• Time stochastic \(s\)-convexity of claim processes (Q1584516) (← 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)
• Analysis of a defective renewal equation arising in ruin theory (Q1962817) (← links)
• Purely excessive functions and hitting times of continuous-time branching processes (Q2282724) (← links)
• Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
• On the Probability of (Non-) Ruin in Infinite Time (Q2759551) (← links)
• Ruin distributions and their equations (Q3367418) (← links)
• First-exit times for compound poisson processes for some types of positive and negative jumps (Q4532400) (← links)
• ON THE UPPER FIRST-EXIT TIMES OF COMPOUND <i>G</i>/<i>M</i> PROCESSES (Q5315629) (← links)
• Discrete Lundberg-type bounds with actuarial applications (Q5429600) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)