Pages that link to "Item:Q1023110"

The following pages link to Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110):

Displaying 16 items.

• Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
• Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190) (← links)
• On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
• On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
• Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246) (← links)
• A note on compound renewal risk models with dependence (Q2345669) (← links)
• Efficient expressions for moments of dependent random sums using copulas (Q2423499) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625) (← links)
• Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
• Queues and Risk Processes with Dependencies (Q3191886) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
• An Approximation Model of the Collective Risk Model with INAR(1) Claim Process (Q5177622) (← links)
• The impact of dependencies between climate risks on the asset and liability side of non-life insurers (Q6550179) (← links)