Pages that link to "Item:Q2866304"
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The following pages link to Erlang risk models and finite time ruin problems (Q2866304):
Displaying 8 items.
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
- The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (Q2443228) (← links)
- Appell pseudopolynomials and Erlang-type risk models (Q2811099) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)
- Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476) (← links)
- Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)