Pages that link to "Item:Q2513594"
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The following pages link to Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594):
Displaying 6 items.
- Approximation of ruin probabilities via Erlangized scale mixtures (Q1697232) (← links)
- Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463) (← links)
- On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759) (← links)
- Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment (Q2937477) (← links)
- Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
- Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
