Pages that link to "Item:Q3395773"

The following pages link to Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin (Q3395773):

Displaying 14 items.

• A note on some joint distribution functions involving the time of ruin (Q282279) (← links)
• On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
• Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
• On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (Q931207) (← links)
• Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
• ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
• APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)
• Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476) (← links)
• The finite time ruin probability in a risk model with capital injections (Q4576799) (← links)
• On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model (Q5029065) (← links)
• The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)