Pages that link to "Item:Q5490582"
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The following pages link to Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models (Q5490582):
Displayed 12 items.
- Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues (Q281989) (← links)
- The Erlangization method for Markovian fluid flows (Q928216) (← links)
- Ruin probability of the renewal model with risky investment and large claims (Q1042994) (← links)
- The time to ruin and the number of claims until ruin for phase-type claims (Q2444703) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
- An Approximation to the Distribution and the Moments of the Number of Events in Markovian Arrival Processes (Q3068087) (← links)
- A Direct Approach to a First-Passage Problem with Applications in Risk Theory (Q3094228) (← links)
- Erlangized Fluid Queues with Application To Uncontrolled Fire Perimeter (Q5462809) (← links)
- Risk processes analyzed as fluid queues (Q5467653) (← links)