Pages that link to "Item:Q4575384"
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The following pages link to On a risk measure inspired from the ruin probability and the expected deficit at ruin (Q4575384):
Displaying 5 items.
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- A note on compound renewal risk models with dependence (Q2345669) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)