Pages that link to "Item:Q3608235"
From MaRDI portal
The following pages link to On finite-time ruin probabilities for classical risk models (Q3608235):
Displaying 28 items.
- On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
- Bi-seasonal discrete time risk model (Q297843) (← links)
- Ruin probability in the three-seasonal discrete-time risk model (Q340803) (← links)
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
- Finite-time ruin probability in the inhomogeneous claim case (Q619331) (← links)
- First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
- On the Lagrangian Katz family of distributions as a claim frequency model (Q661211) (← links)
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
- Takács' asymptotic theorem and its applications: a survey (Q966495) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- Sensitivity analysis and density estimation for finite-time ruin probabilities (Q1026435) (← links)
- Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
- Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
- Optimal reinsurance via Dirac-Feynman approach (Q2282738) (← links)
- A cyclic approach on classical ruin model (Q2306094) (← links)
- On distributions of runs in the compound binomial risk model (Q2445484) (← links)
- Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
- Discrete time ruin probability with Parisian delay (Q4577208) (← links)
- Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
- Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model (Q6072262) (← links)
- The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
- Multiseasonal discrete-time risk model revisited (Q6185041) (← links)
