Pages that link to "Item:Q4661670"
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The following pages link to On the Density and Moments of the Time of Ruin with Exponential Claims (Q4661670):
Displayed 13 items.
- Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
- Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (Q931207) (← links)
- Adaptive control strategies and dependence of finite time ruin on the premium loading (Q939330) (← links)
- Symbolic calculation of the moments of the time of ruin. (Q1430676) (← links)
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
- On the Gerber-Shiu discounted penalty function for subexponential claims (Q2471655) (← links)
- Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
- Erlang risk models and finite time ruin problems (Q2866304) (← links)
- The Moments of the Time of Ruin in Markovian Risk Models (Q3088979) (← links)
- The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (Q5430555) (← links)
- On the Moments of the Time of Ruin with Applications to Phase-Type Claims (Q5716023) (← links)