Pages that link to "Item:Q3440863"
From MaRDI portal
The following pages link to Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863):
Displaying 15 items.
- The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
- Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier (Q893334) (← links)
- On the discounted penalty function in the discrete time stationary renewal risk model (Q964980) (← links)
- On a discrete risk model with two-sided jumps (Q966097) (← links)
- On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
- Approximations of the ruin probability in a discrete time risk model (Q2218139) (← links)
- An approximation of minimum initial capital of investment discrete time surplus process with Weibull distribution in a reinsurance company (Q2337005) (← links)
- Discrete risk model revisited (Q2433267) (← links)
- On a discrete-time risk model with general income and time-dependent claims (Q2511219) (← links)
- A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
- On the discounted penalty function in a discrete time renewal risk model with general interclaim times (Q3077742) (← links)
- On a class of renewal risk model with random income (Q5391280) (← links)
- Discrete Lundberg-type bounds with actuarial applications (Q5429600) (← links)