Pages that link to "Item:Q414592"

The following pages link to The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model (Q414592):

Displaying 16 items.

• On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
• Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
• A note on ruin problems in perturbed classical risk models (Q342741) (← links)
• The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
• On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119) (← links)
• Some ruin problems for the MAP risk model (Q896202) (← links)
• Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
• On the distribution of classic and some exotic ruin times (Q2010893) (← links)
• On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
• On a partial integrodifferential equation of Seal's type (Q2347058) (← links)
• Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• On the time and the number of claims when the surplus drops below a certain level (Q4576976) (← links)
• A surplus process involving a compound Poisson counting process and applications (Q5077255) (← links)
• Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model (Q5745547) (← links)
• Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)