Pages that link to "Item:Q297843"
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The following pages link to Bi-seasonal discrete time risk model (Q297843):
Displaying 9 items.
- Ruin probability in the three-seasonal discrete-time risk model (Q340803) (← links)
- A note on the net profit condition for discrete and classical risk models (Q904327) (← links)
- Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190) (← links)
- Note on the bi-risk discrete time risk model with income rate two (Q2103305) (← links)
- On \(2\times 2\) determinants originating from survival probabilities in homogeneous discrete time risk model (Q2171979) (← links)
- Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period (Q2241500) (← links)
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims (Q2326535) (← links)
- Determining exact survival probability by setting discrete random variables in E. Sparre Andersen's model (Q6149346) (← links)
- Multiseasonal discrete-time risk model revisited (Q6185041) (← links)
