Pages that link to "Item:Q5490582"
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The following pages link to Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models (Q5490582):
Displayed 27 items.
- Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues (Q281989) (← links)
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- Approximations for time-dependent distributions in Markovian fluid models (Q518871) (← links)
- The Erlangization method for Markovian fluid flows (Q928216) (← links)
- Ruin probability of the renewal model with risky investment and large claims (Q1042994) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- On the randomized Schmitter problem (Q2152226) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- The time to ruin and the number of claims until ruin for phase-type claims (Q2444703) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
- Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
- An Approximation to the Distribution and the Moments of the Number of Events in Markovian Arrival Processes (Q3068087) (← links)
- A Direct Approach to a First-Passage Problem with Applications in Risk Theory (Q3094228) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
- RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS (Q4563744) (← links)
- Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904) (← links)
- Erlangized Fluid Queues with Application To Uncontrolled Fire Perimeter (Q5462809) (← links)
- Risk processes analyzed as fluid queues (Q5467653) (← links)
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
- Erlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire Perimeter (Q6160223) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)