Appell pseudopolynomials and Erlang-type risk models
From MaRDI portal
(Redirected from Publication:2811099)
Recommendations
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
- A nonhomogeneous risk model for insurance
- First crossing time, overshoot and Appell-Hessenberg type functions
- Ruin probabilities for risk models with ordered claim arrivals
- A finite-time ruin probability formula for continuous claim severities
Cites work
- A finite-time ruin probability formula for continuous claim severities
- A new look at the homogeneous risk model
- A non-standard family of polynomials and the final size distribution of Reed-Frost epidemic processes
- A two-sided first-exit problem for a compound Poisson process with a random upper boundary
- Absorption and first-passage times for a compound Poisson process in a general upper boundary
- Approximating the first crossing-time density for a curved boundary
- Distributions of stopping times for poisson processes with linear boundaries
- Erlang risk models and finite time ruin problems
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
- First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)
- First exit times for ordinary and compound Poisson processes with nonlinear boundaries
- Homogeneous risk models with equalized claim amounts
- Lévy processes, polynomials and martingales
- On a solution of the optimal stopping problem for processes with independent increments
- On ruin for the Erlang \((n)\) risk process
- On the first meeting or crossing of two independent trajectories for some counting processes.
- Optimal stopping, Appell polynomials, and Wiener-Hopf factorization
- Outcomes of epidemic models with general infection and removal rate functions at certain stopping times
- Polynomial structures in order statistics distributions
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- The Busy Period of an M/G/1 Queue with Customer Impatience
- The distribution of general final state random variables for stochastic epidemic models
- The probability of ruin in finite time with discrete claim size distribution
Cited in
(9)- More for less insurance model: an alternative to (re)insurance
- Approximating the probability density function of a transformation of random variables
- A nonhomogeneous risk model for insurance
- Ruin probabilities for risk models with ordered claim arrivals
- Polynomials, random walks and risk processes: a multivariate framework
- First crossing time, overshoot and Appell-Hessenberg type functions
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
- Risk models in insurance and epidemics: a bridge through randomized polynomials
- Collective epidemics with asymptomatics and functional infection rates
This page was built for publication: Appell pseudopolynomials and Erlang-type risk models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2811099)
