Pages that link to "Item:Q1413328"
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The following pages link to Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328):
Displaying 30 items.
- Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- On the DFR property of the compound geometric distribution with applications in risk theory (Q661269) (← links)
- Some aging properties involved with compound geometric distributions (Q746053) (← links)
- A note on a class of delayed renewal risk processes (Q868319) (← links)
- On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
- Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
- Tail bounds for the distribution of the deficit in the renewal risk model (Q974800) (← links)
- Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model (Q997081) (← links)
- Asymptotic results for heavy-tailed distributions using defective renewal equations (Q1009712) (← links)
- A note on convolutions of compound geometric distributions (Q1017822) (← links)
- Monotonicity properties for solutions of renewal equations (Q2244546) (← links)
- Ruin probabilities under capital constraints (Q2273995) (← links)
- Refinements of two-sided bounds for renewal equations (Q2276218) (← links)
- Bounds for the probability and severity of ruin in the Sparre Andersen model (Q2485542) (← links)
- On the integrated tail of the deficit in the renewal risk model (Q2516397) (← links)
- The proper distribution function of the deficit in the delayed renewal risk model (Q2866281) (← links)
- RATIO MONOTONICITY FOR TAIL PROBABILITIES IN THE RENEWAL RISK MODEL (Q3000392) (← links)
- Monotonicity properties and the deficit at ruin in the Sparre Andersen model (Q3077729) (← links)
- Some results on the joint distribution prior to and at the time of ruin in the classical model (Q3103209) (← links)
- A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications (Q3619671) (← links)
- On the complete monotonicity of the compound geometric convolution with applications in risk theory (Q4576842) (← links)
- On applications of residual lifetimes of compound geometric convolutions (Q4668002) (← links)
- Some properties of ageing notions based on the moment-generating-function order (Q4668010) (← links)
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
- Discrete Lundberg-type bounds with actuarial applications (Q5429600) (← links)
- Non-exponential bounds for stop-loss premiums and ruin probabilities (Q5430553) (← links)
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
- A Functional Approach for Ruin Probabilities (Q5446505) (← links)
- The deficit at ruin in the stationary renewal risk model (Q5467660) (← links)
