Pages that link to "Item:Q949432"
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The following pages link to The use of vector-valued martingales in risk theory (Q949432):
Displaying 7 items.
- The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
- Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
- Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605) (← links)
- Perturbed Risk Processes Analyzed as Fluid Flows (Q3396380) (← links)
- First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Q3535637) (← links)
- Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904) (← links)
- Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model (Q5022525) (← links)
