Pages that link to "Item:Q2485542"
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The following pages link to Bounds for the probability and severity of ruin in the Sparre Andersen model (Q2485542):
Displaying 9 items.
- An exponential martingale for compound Poisson process with latent variable and its applications (Q904135) (← links)
- Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
- Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model (Q997081) (← links)
- Refinements of bounds for tails of compound distributions and ruin probabilities (Q2079137) (← links)
- Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach (Q2447408) (← links)
- Some new bounds for the mean value function of the residual lifetime process (Q2670784) (← links)
- SOME NEW BOUNDS FOR THE RENEWAL FUNCTION (Q3431058) (← links)
- Two-sided bounds for renewal equations and ruin quantities (Q6549585) (← links)
- Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process (Q6648835) (← links)
