Pages that link to "Item:Q1584513"
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The following pages link to Simple approximations of ruin probabilities (Q1584513):
Displaying 30 items.
- Analysis of a multivariate claim process (Q267900) (← links)
- Practical approaches to the estimation of the ruin probability in a risk model with additional funds (Q341092) (← links)
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512) (← links)
- The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
- Risk processes with non-stationary Hawkes claims arrivals (Q708785) (← links)
- A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) (← links)
- Bounds for convergence rate in laws of large numbers for mixed Poisson random sums (Q826656) (← links)
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
- Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
- The use of vector-valued martingales in risk theory (Q949432) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042) (← links)
- Power tailed ruin probabilities in the presence of risky investments. (Q1766062) (← links)
- Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy (Q2218140) (← links)
- Lundberg-type bounds and asymptotics for the moments of the time to ruin (Q2270189) (← links)
- Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails (Q2323676) (← links)
- De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
- On moments based Padé approximations of ruin probabilities (Q2431353) (← links)
- Upper and lower bounds for the solutions of Markov renewal equations (Q2433241) (← links)
- Portfolio optimization in stochastic markets (Q2500788) (← links)
- On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (Q2514605) (← links)
- Fourier-cosine method for ruin probabilities (Q2515094) (← links)
- Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
- An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion (Q3103205) (← links)
- A survey of some recent results on Risk Theory (Q3451729) (← links)
- Cramér-Lundberg Model with Stochastic Premiums and Continuous Non-insurance Costs (Q3463571) (← links)
- Parisian ruin probability - the De Vylder type approximation (Q5062353) (← links)
- De Vylder type approximation of the ruin probability for the insurer-reinsurer model (Q5135656) (← links)
