Pages that link to "Item:Q2431353"
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The following pages link to On moments based Padé approximations of ruin probabilities (Q2431353):
Displaying 9 items.
- Approximation of the ruin probability using the scaled Laplace transform inversion (Q668180) (← links)
- A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042) (← links)
- Determination of the distribution of total loss from the fractional moments of its exponential (Q2250237) (← 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)
- Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments (Q2513601) (← links)
- Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (Q2684917) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
