Pages that link to "Item:Q4562059"
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The following pages link to Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059):
Displayed 6 items.
- Moments and polynomial expansions in discrete matrix-analytic models (Q2145823) (← links)
- Characterisation of multivariate phase type distributions (Q2146389) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
- Ruin problems for risk processes with dependent phase-type claims (Q6087242) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)