Pages that link to "Item:Q4248561"

The following pages link to The probability of ruin in finite time with discrete claim size distribution (Q4248561):

Displaying 50 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 survival probabilities based on stochastic differential models (Q464647) (← links)
• Probabilistic approach to Appell polynomials (Q491950) (← links)
• Polynomial structures in rank statistics distributions (Q622430) (← links)
• First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
• A new look at the homogeneous risk model (Q654830) (← links)
• Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
• On the evaluation of finite-time ruin probabilities in a dependent risk model (Q668925) (← links)
• Another look at the Picard--Lefèvre formula for finite-time ruin probabilities (Q704403) (← links)
• Stochastic bounds for the Sparre Andersen process (Q812976) (← links)
• The win-first probability under interest force (Q817279) (← links)
• Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
• A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
• Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
• Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (Q998292) (← links)
• Sensitivity analysis and density estimation for finite-time ruin probabilities (Q1026435) (← links)
• The moments of ruin time in the classical risk model with discrete claim size distribution (Q1277810) (← links)
• Explicit finite-time and infinite-time ruin probabilities in the continuous case (Q1302121) (← links)
• Inequality extensions of Prabhu's formula in ruin theory (Q1302129) (← links)
• An improved finite-time ruin probability formula and its \(Mathematica\) implementation. (Q1413294) (← links)
• Duality in ruin problems for ordered risk models (Q1697212) (← links)
• Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
• Ruin probability via quantum mechanics approach (Q1742708) (← links)
• Approximation by \(B\)-spline convolution operators. A probabilistic approach (Q1765456) (← links)
• Polynomial structures in order statistics distributions (Q1869133) (← links)
• Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
• Survival probabilities in bivariate risk models, with application to reinsurance (Q2015629) (← links)
• A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
• More for less insurance model: an alternative to (re)insurance (Q2096393) (← links)
• Note on the bi-risk discrete time risk model with income rate two (Q2103305) (← links)
• Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
• Optimal reinsurance via Dirac-Feynman approach (Q2282738) (← links)
• Equitable solvent controls in a multi-period game model of risk (Q2447414) (← links)
• A two-sided first-exit problem for a compound Poisson process with a random upper boundary (Q2487759) (← links)
• A nonhomogeneous risk model for insurance (Q2494797) (← links)
• Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts (Q2507609) (← links)
• Ruin probabilities for risk models with ordered claim arrivals (Q2513660) (← links)
• Notes on discrete compound Poisson model with applications to risk theory (Q2514632) (← links)
• On the first meeting or crossing of two independent trajectories for some counting processes. (Q2574557) (← links)
• Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions (Q2644299) (← links)
• Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
• Appell pseudopolynomials and Erlang-type risk models (Q2811099) (← links)
• Ruin problems for a discrete time risk model with non-homogeneous conditions (Q2868598) (← links)
• On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
• De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
• Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
• Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
• Optimal retention levels, given the joint survival of cedent and reinsurer (Q3440868) (← links)