Pages that link to "Item:Q4715562"
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The following pages link to Classical numerical ruin probabilities (Q4715562):
Displayed 16 items.
- Compound binomial risk model in a Markovian environment (Q704419) (← links)
- Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model (Q977152) (← links)
- Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure. (Q1423348) (← links)
- Discounted probabilities and ruin theory in the compound binomial model (Q1584519) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042) (← links)
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
- Ruin probabilities with compounding assets (Q1962816) (← links)
- Cramér-Lundberg approximation for nonlinearly perturbed risk processes (Q1974044) (← links)
- Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm (Q2139728) (← links)
- Some results on the compound Markov binomial model (Q3440849) (← links)
- On finite-time ruin probabilities for classical risk models (Q3608235) (← links)
- Problèmes de ruine en théorie du risque à temps discret avec horizon fini (Q4462687) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Ruin Probabilities in the Compound Markov Binomial Model (Q5467678) (← links)
- On robustness in risk theory (Q5956044) (← links)