Pages that link to "Item:Q2574588"
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The following pages link to Martingales and the distribution of the time to ruin. (Q2574588):
Displaying 7 items.
- On the total operating costs up to default in a renewal risk model (Q659143) (← links)
- On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
- Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Martingales and insurance risk (Q3831908) (← links)
- The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033) (← links)
- The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) (← links)