Pages that link to "Item:Q1931039"
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The following pages link to Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039):
Displaying 8 items.
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- (Q3300168) (← links)
- The stability of the probability of ruin (Q5106731) (← links)
- Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators (Q5220745) (← links)
