Pages that link to "Item:Q3590744"
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The following pages link to Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744):
Displayed 4 items.
- An insurance risk model with stochastic volatility (Q659182) (← links)
- Approximations for the moments of ruin time in the compound Poisson model (Q998281) (← links)
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
- Minimising expected discounted capital injections by reinsurance in a classical risk model (Q2866283) (← links)