Explicit Solutions for Survival Probabilities in the Classical Risk Model
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- On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model
- A note on some joint distribution functions involving the time of ruin
- On the finite-time survival probability for a kind of risk models
- The survival probability of a class of risk models in negative surplus
- Approximating the density of the time to ruin via Fourier-cosine series expansion
- Nonparametric estimation of the finite time ruin probability in the classical risk model
- On the class of Erlang mixtures with risk theoretic applications
- Survival probability in rank-one perturbation problems
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times
- The two-barrier escape problem for compound renewal processes with two-sided jumps
- Finite time ruin problems for the Erlang(2) risk model
- On the evaluation of finite-time ruin probabilities in a dependent risk model
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