Pages that link to "Item:Q1381145"

The following pages link to The adjustment function in ruin estimates under interest force (Q1381145):

Displaying 29 items.

• The win-first probability under interest force (Q817279) (← links)
• The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function (Q835683) (← links)
• On the renewal risk process with stochastic interest (Q855690) (← links)
• The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
• The deficit at ruin in the Sparre Andersen model with interest (Q874329) (← links)
• On a joint distribution for the risk process with constant interest force (Q882861) (← links)
• Exponential bounds for ruin probability in two moving average risk models with constant interest rate (Q925963) (← links)
• The limit behavior of a risk model based on entrance processes (Q1004828) (← links)
• Risk model with fuzzy random individual claim amount (Q1011232) (← links)
• Ruin theory with compounding assets -- a survey (Q1265912) (← links)
• On a gamma series expansion for the time-dependent probability of collective ruin (Q1413290) (← links)
• Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (Q1413376) (← links)
• Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. (Q1413384) (← links)
• Ruin under interest force and subexponential claims: a simple treatment. (Q1584593) (← links)
• Ruin estimates under interest force (Q1902621) (← links)
• On the distribution of surplus immediately after ruin under interest force and subexponential claims (Q2485537) (← links)
• A nonhomogeneous risk model for insurance (Q2494797) (← links)
• Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
• Ruin Probability in a Generalised Risk Process under Rates of Interest with Homogenous Markov Chains (Q2929988) (← links)
• Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
• Upper bounds for ruin probabilities in two dependent risk models under rates of interest (Q3103155) (← links)
• Some Ruin Problems for a Risk Process with Stochastic Interest (Q3518780) (← links)
• The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
• On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest (Q5019733) (← links)
• The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
• Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment (Q5485018) (← links)
• Moments of compound renewal sums with discounted claims (Q5938019) (← links)
• Probability of ruin with variable premium rate in a Markovian environment (Q5956051) (← links)