Pages that link to "Item:Q1094066"
From MaRDI portal
The following pages link to Recursive calculation of finite-time ruin probabilities (Q1094066):
Displayed 29 items.
- Finite-time ruin probability in the inhomogeneous claim case (Q619331) (← links)
- On the distribution of the claim causing ruin (Q689579) (← links)
- A recursive evaluation of the finite time ruin probability based on a equation of Seal (Q806910) (← links)
- Occupation measure and local time of classical risk processes (Q817294) (← links)
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
- Ruin problems for a discrete time risk model with random interest rate (Q883070) (← links)
- On the distribution of the surplus prior to ruin (Q1209475) (← links)
- Applications to risk theory of a Monte Carlo multiple integration method. (Q1276460) (← links)
- Reinsurance and ruin (Q1381143) (← links)
- Recursive calculation of time to ruin distributions. (Q1413314) (← links)
- A discrete-time risk model with interaction between classes of business. (Q1413342) (← links)
- Ruin theory in a financial corporation model with credit risk. (Q1413343) (← links)
- Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure. (Q1423348) (← links)
- Recursive calculation of finite time ruin probabilities under interest force. (Q1423349) (← links)
- The discrete-time risk model with correlated classes of business (Q1584511) (← links)
- Ruin probabilities based at claim instants for some non-Poisson claim processes (Q1584520) (← links)
- A note on the solution of practical ruin problems (Q1892991) (← links)
- Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977) (← links)
- Ruin probabilities with compounding assets (Q1962816) (← links)
- A nonhomogeneous risk model for insurance (Q2494797) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- On finite-time ruin probabilities for classical risk models (Q3608235) (← links)
- On the distribution of the duration of negative surplus (Q4715564) (← links)
- Approximate solutions of severity of ruins (Q4716011) (← links)
- Explicit form of finite-time severity of ruin for phase-distributed claim sizes (Q5422712) (← links)
- Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent (Q5422770) (← links)
- On the use of the multivariate stochastic order in risk theory (Q5422793) (← links)
- On the moments of ruin and recovery times (Q5938034) (← links)
- Approximating the finite-time ruin probability under interest force (Q5956046) (← links)