Pages that link to "Item:Q2739860"
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The following pages link to Ruin Problems for Phase-Type(2) Risk Processes (Q2739860):
Displaying 12 items.
- On the time to ruin for Erlang(2) risk processes. (Q1413289) (← links)
- Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328) (← links)
- The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675) (← links)
- On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (Q1430677) (← links)
- On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
- On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
- Martingales and the distribution of the time to ruin. (Q2574588) (← links)
- On a multi-threshold compound Poisson surplus process with interest (Q2866279) (← links)
- RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS (Q4563744) (← links)
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
- Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process (Q5715901) (← links)
