Pages that link to "Item:Q1584519"

The following pages link to Discounted probabilities and ruin theory in the compound binomial model (Q1584519):

Displaying 49 items.

• Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
• The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
• The compound binomial risk model with randomly charging premiums and paying dividends to shareholders (Q364515) (← links)
• A note on the inflated-parameter binomial distribution (Q383863) (← links)
• On the expected discounted penalty function for risk process with tax (Q631560) (← links)
• An elementary approach to discrete models of dividend strategies (Q659189) (← links)
• The compound binomial model with randomly paying dividends to shareholders and policyholders (Q659250) (← links)
• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function (Q704410) (← links)
• Joint distributions of some actuarial random vectors in the compound binomial model (Q865614) (← links)
• Ruin probability in the continuous-time compound binomial model (Q882856) (← links)
• Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier (Q893334) (← links)
• On the discounted penalty function in the discrete time stationary renewal risk model (Q964980) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• A note on the compound binomial model with randomized dividend strategy (Q990672) (← links)
• Risk model with fuzzy random individual claim amount (Q1011232) (← links)
• On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
• Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
• A discrete-time ruin model with dependence between interclaim arrivals and claim sizes (Q1625734) (← links)
• Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
• On the moment-generating functions of extrema and their complements for almost semicontinuous integer-valued Poisson processes on Markov chains (Q1688157) (← links)
• A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
• Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
• The compound binomial risk model with delayed claims and random income (Q1931057) (← links)
• Moments of deficit duration and its proportion in general compound binomial model (Q2104152) (← links)
• Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm (Q2139728) (← links)
• Probability of ruin in discrete insurance risk model with dependent Pareto claims (Q2178940) (← links)
• Approximations of the ruin probability in a discrete time risk model (Q2218139) (← links)
• Computational results on the compound binomial risk model with nonhomogeneous claim occurrences (Q2252392) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
• Discrete risk model revisited (Q2433267) (← links)
• The compound binomial model with randomized decisions on paying dividends (Q2507603) (← links)
• On a discrete-time risk model with general income and time-dependent claims (Q2511219) (← links)
• Ruin problems in a discrete Markov risk model (Q2518946) (← links)
• Finite time ruin probabilities and large deviations for generalized compound binomial risk models (Q2581246) (← links)
• On a Risk Model With Delayed Claims Under Stochastic Interest Rates (Q2792305) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• Ruin problems for a discrete time risk model with non-homogeneous conditions (Q2868598) (← links)
• Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
• On mixing, compounding, and tail properties of a class of claim number distributions (Q2868614) (← links)
• On the discounted penalty function in a discrete time renewal risk model with general interclaim times (Q3077742) (← links)
• Some results on the compound Markov binomial model (Q3440849) (← links)
• Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863) (← links)
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
• Randomized dividends in the compound binomial model with a general premium rate (Q3608231) (← links)
• On finite-time ruin probabilities for classical risk models (Q3608235) (← links)
• Problèmes de ruine en théorie du risque à temps discret avec horizon fini (Q4462687) (← links)
• Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035) (← links)
• First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941) (← links)