Pages that link to "Item:Q2866277"
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The following pages link to Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277):
Displayed 9 items.
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- Computing survival probabilities based on stochastic differential models (Q464647) (← links)
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues (Q492102) (← links)
- Approximations for time-dependent distributions in Markovian fluid models (Q518871) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
