Pages that link to "Item:Q1413282"

The following pages link to Ruin probabilities for time-correlated claims in the compound binomial model. (Q1413282):

Displaying 50 items.

• Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
• A note on a discrete time MAP risk model (Q313585) (← links)
• The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
• The compound binomial risk model with randomly charging premiums and paying dividends to shareholders (Q364515) (← links)
• On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
• Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← links)
• On the expected discounted penalty function in a delayed-claims risk model (Q511156) (← links)
• Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
• On a compound Poisson risk model with delayed claims and random incomes (Q555453) (← links)
• On the expected discounted penalty function for the compound Poisson risk model with delayed claims (Q629500) (← links)
• Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244) (← links)
• Compound binomial risk model in a Markovian environment (Q704419) (← links)
• On a discrete risk model with delayed claims and a randomized dividend strategy (Q738487) (← links)
• On the probability of ruin in the compound Poisson risk model with potentially delayed claims (Q742099) (← links)
• On a risk model with dependence between claim sizes and claim intervals (Q947167) (← links)
• The compound binomial risk model with time-correlated claims (Q997091) (← links)
• On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
• Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
• The compound binomial risk model with delayed claims and random income (Q1931057) (← links)
• Probability of ruin in discrete insurance risk model with dependent Pareto claims (Q2178940) (← links)
• On a discrete Markov-modulated risk model with random premium income and delayed claims (Q2209646) (← links)
• Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims (Q2244583) (← links)
• On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income (Q2252249) (← links)
• Computational results on the compound binomial risk model with nonhomogeneous claim occurrences (Q2252392) (← links)
• Financial and risk modelling with semicontinuous covariances (Q2293145) (← links)
• Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process (Q2298661) (← links)
• On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims (Q2322588) (← links)
• The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims (Q2343576) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
• Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
• Discrete risk model revisited (Q2433267) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• On a discrete-time risk model with general income and time-dependent claims (Q2511219) (← links)
• On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
• Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356) (← links)
• Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim (Q2658425) (← links)
• Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims (Q2684912) (← links)
• Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← links)
• On a Risk Model With Delayed Claims Under Stochastic Interest Rates (Q2792305) (← links)
• On the probability of ruin in a continuous risk model with two types of delayed claims (Q2816833) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• Some results on the compound Markov binomial model (Q3440849) (← links)
• On a class of discrete time renewal risk models (Q3440861) (← links)
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
• Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
• Problèmes de ruine en théorie du risque à temps discret avec horizon fini (Q4462687) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• A consistent estimation of optimal dividend strategy in a risk model with delayed claims (Q5055173) (← links)
• On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates (Q5075498) (← links)