Pages that link to "Item:Q5467678"

The following pages link to Ruin Probabilities in the Compound Markov Binomial Model (Q5467678):

Displaying 38 items.

• A note on a discrete time MAP risk model (Q313585) (← links)
• Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
• The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
• The compound binomial risk model with randomly charging premiums and paying dividends to shareholders (Q364515) (← links)
• Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
• Compound Markov negative binomial distribution (Q495043) (← links)
• Compound binomial risk model in a Markovian environment (Q704419) (← links)
• On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends (Q730544) (← links)
• Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
• Moderate and large deviation estimate for the Markov-binomial distribution (Q970478) (← links)
• Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model (Q977152) (← links)
• The compound binomial risk model with time-correlated claims (Q997091) (← links)
• On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
• Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
• A discrete-time ruin model with dependence between interclaim arrivals and claim sizes (Q1625734) (← links)
• Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
• Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
• Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
• Studies on a double Poisson-geometric insurance risk model with interference (Q1955991) (← links)
• Moments of deficit duration and its proportion in general compound binomial model (Q2104152) (← links)
• Stochastic representation of FGM copulas using multivariate Bernoulli random variables (Q2143027) (← links)
• Computational results on the compound binomial risk model with nonhomogeneous claim occurrences (Q2252392) (← links)
• A periodic dividend problem with inconstant barrier in Markovian environment (Q2355462) (← links)
• Discrete risk model revisited (Q2433267) (← links)
• On distributions of runs in the compound binomial risk model (Q2445484) (← links)
• On a discrete-time risk model with general income and time-dependent claims (Q2511219) (← links)
• Ruin problems in a discrete Markov risk model (Q2518946) (← links)
• On a Risk Model With Delayed Claims Under Stochastic Interest Rates (Q2792305) (← links)
• Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737) (← links)
• Some results on the compound Markov binomial model (Q3440849) (← links)
• On a class of discrete time renewal risk models (Q3440861) (← links)
• Frames and factorization of graph Laplacians (Q3458961) (← links)
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates (Q5075498) (← links)
• (Q5077801) (← links)
• On a discrete interaction risk model with delayed claims and randomized dividends (Q5093709) (← links)
• On a discrete-time risk model with time-dependent claims and impulsive dividend payments (Q5140647) (← links)