Pages that link to "Item:Q1413384"

The following pages link to Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. (Q1413384):

Displaying 22 items.

• Stochastic bounds for the Sparre Andersen process (Q812976) (← links)
• On the renewal risk process with stochastic interest (Q855690) (← links)
• The deficit at ruin in the Sparre Andersen model with interest (Q874329) (← links)
• Ruin problems for a discrete time risk model with random interest rate (Q883070) (← links)
• Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
• The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
• Ruin probabilities for risk models with constant interest (Q2100678) (← 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)
• Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
• Approximation for ruin probability in the Sparre Andersen model with interest (Q2431955) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
• Covariance of discounted compound renewal sums with a stochastic interest rate (Q2866282) (← links)
• Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
• SIMPLE CONTINUITY INEQUALITIES FOR RUIN PROBABILITY IN THE CLASSICAL RISK MODEL (Q4563785) (← links)
• Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
• On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest (Q5019733) (← links)
• An Approximation Model of the Collective Risk Model with INAR(1) Claim Process (Q5177622) (← links)
• Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment (Q5485018) (← links)
• The Time Value of Ruin in a Sparre Andersen Model (Q5716025) (← links)
• The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) (← links)