Pages that link to "Item:Q2866277"

The following pages link to Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277):

Displaying 15 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)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← 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)
• Bayesian Estimation for the Markov-Modulated Diffusion Risk Model (Q3296428) (← links)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904) (← links)
• ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)