Pages that link to "Item:Q5430555"
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The following pages link to The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (Q5430555):
Displayed 13 items.
- On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213) (← 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)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (Q931207) (← links)
- On the discounted penalty function in the renewal risk model with general interclaim times (Q997079) (← links)
- Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
- Erlang risk models and finite time ruin problems (Q2866304) (← links)
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
- Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin (Q3395773) (← links)
- On a First-Passage-Time Problem for the Compound Power-Law Process (Q3396374) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)