Pages that link to "Item:Q808143"
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The following pages link to When does the surplus reach a given target? (Q808143):
Displayed 50 items.
- Optimal life-insurance selection and purchase within a market of several life-insurance providers (Q282285) (← links)
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
- Ruin problems for an autoregressive risk model with dependent rates of interest (Q426430) (← links)
- Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857) (← links)
- Total duration of negative surplus for an MAP risk model (Q530736) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
- Occupation measure and local time of classical risk processes (Q817294) (← links)
- Some results behind dividend problems (Q861422) (← links)
- On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- An optimization of a continuous time risk process (Q965505) (← links)
- Total duration of negative surplus for the risk model with debit interest (Q1021771) (← links)
- The moments of ruin time in the classical risk model with discrete claim size distribution (Q1277810) (← links)
- On some measures of the severity of ruin in the classical Poisson model (Q1333587) (← links)
- On the first crossing of the surplus process with a given upper barrier (Q1333591) (← links)
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464) (← links)
- The effect of interest on negative surplus (Q1381469) (← links)
- A discussion on Buhlmann's criterion for asset valuation. (Q1413304) (← links)
- Some characteristics of a surplus process in the presence of an upper barrier. (Q1413315) (← links)
- How many claims does it take to get ruined and recovered? (Q1413355) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
- Occupation times in the MAP risk model (Q2260947) (← links)
- On some compound distributions with Borel summands (Q2347076) (← links)
- How long is the surplus below zero? (Q2366049) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- Total duration of negative surplus for a Brownian motion risk model with interest (Q2440501) (← links)
- The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (Q2443228) (← links)
- When does surplus reach a certain level before ruin? (Q2485527) (← links)
- When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) (← links)
- Optimal control of the surplus in an insurance policy (Q2511738) (← links)
- Fourier-cosine method for ruin probabilities (Q2515094) (← links)
- Passage times for a spectrally negative Lévy process with applications to risk theory (Q2565931) (← links)
- Sensitivity analysis of some applied probability models (Q2662914) (← links)
- A unifying approach to the analysis of business with random gains (Q2866303) (← links)
- On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy (Q3077755) (← links)
- Total duration of negative surplus for the dual model (Q3552655) (← links)
- First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications (Q4576858) (← links)
- On the time and the number of claims when the surplus drops below a certain level (Q4576976) (← links)
- On the last exit times for spectrally negative Lévy processes (Q4684866) (← links)
- The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
- Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest (Q5083889) (← links)
- Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← links)
- Total Duration of Negative Surplus for the Risk Process with Constant Interest Force (Q5430135) (← links)
- On the moments of ruin and recovery times (Q5938034) (← links)