Pages that link to "Item:Q1931039"

The following pages link to Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039):

Displayed 8 items.

• Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) ‎ (← links)
• Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) ‎ (← links)
• Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) ‎ (← links)
• A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207) ‎ (← links)
• Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) ‎ (← links)
• (Q3300168) ‎ (← links)
• The stability of the probability of ruin (Q5106731) ‎ (← links)
• Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators (Q5220745) ‎ (← links)