Pages that link to "Item:Q1413341"

The following pages link to A solution to the ruin problem for Pareto distributions. (Q1413341):

Displaying 20 items.

• On ruin probability and aggregate claim representations for Pareto claim size distributions (Q659155) (← links)
• On the efficient evaluation of ruin probabilities for completely monotone claim distributions (Q847258) (← links)
• Approximation of ruin probabilities via Erlangized scale mixtures (Q1697232) (← links)
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
• Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions (Q1884660) (← links)
• Refinements of two-sided bounds for renewal equations (Q2276218) (← links)
• Explicit ruin formulas for models with dependence among risks (Q2276228) (← links)
• Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service (Q2479859) (← links)
• Volterra integral equations: an approach based on Lipschitz-continuity (Q2673947) (← links)
• The distribution of compound sums of Pareto distributed losses (Q3077725) (← links)
• On a nonparametric estimator for ruin probability in the classical risk model (Q4576854) (← links)
• Calculation of ruin probabilities for a dense class of heavy tailed distributions (Q4576915) (← links)
• Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
• Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
• (Q5049867) (← links)
• Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model (Q5093696) (← links)
• A ruin model with a resampled environment (Q5117676) (← links)
• The Distribution of Sums of Certain I.I.D. Pareto Variates (Q5201499) (← links)
• Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
• Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model (Q6152040) (← links)