Pages that link to "Item:Q2513601"
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The following pages link to Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments (Q2513601):
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)
- Recovery of ruin probability and value at risk from the scaled Laplace transform inversion (Q1639543) (← links)
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042) (← links)
- Reliability computation via a transformed mixed-degree cubature rule and maximum entropy (Q2109771) (← links)
- Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← 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)
- Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
- A new maximum entropy method for estimation of multimodal probability density function (Q6135628) (← links)
