Pages that link to "Item:Q1413344"

The following pages link to Joint distributions of some actuarial random vectors containing the time of ruin (Q1413344):

Displaying 15 items.

• The hitting time for a Cox risk process (Q408212) (← links)
• Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
• On the expected discounted penalty function in a delayed-claims risk model (Q511156) (← links)
• Ruin probability and joint distributions of some actuarial random vectors in the compound Pascal model (Q628628) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• Joint distributions of some actuarial random vectors in the compound binomial model (Q865614) (← links)
• On a joint distribution for the risk process with constant interest force (Q882861) (← links)
• The joint density function of three characteristics on jump-diffusion risk process. (Q1413411) (← links)
• Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090) (← links)
• The distribution of the first \(\beta\) point in the classical risk model with interest (Q2373669) (← links)
• When does surplus reach a certain level before ruin? (Q2485527) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• On a Classical Risk Model with a Constant Dividend Barrier (Q3010447) (← links)
• On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model (Q5029065) (← links)
• Joint distributions of some actuarial random vectors for the Cox risk model (Q5414513) (← links)