Pages that link to "Item:Q1265933"

The following pages link to Ruin probabilities for Erlang (2) risk processes (Q1265933):

Displaying 45 items.

• A class of Sparre Andersen risk process (Q610720) (← links)
• The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
• An uncertain alternating renewal insurance risk model (Q782263) (← links)
• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
• Expected discounted penalty function of Erlang(2) risk model with constant interest (Q854558) (← links)
• Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425) (← links)
• On ruin for the Erlang \((n)\) risk process (Q977146) (← links)
• Risk model with fuzzy random individual claim amount (Q1011232) (← links)
• A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
• Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
• On the time to ruin for Erlang(2) risk processes. (Q1413289) (← links)
• Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328) (← links)
• On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353) (← links)
• Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
• Aggregate survival probability of a portfolio with dependent subportfolios. (Q1413410) (← links)
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
• On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (Q1430677) (← links)
• The mean chance of ultimate ruin time in random fuzzy insurance risk model (Q1800247) (← links)
• Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions (Q1884660) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
• Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← links)
• Uncertain insurance risk process with multiple classes of claims (Q2183000) (← links)
• An application of fractional differential equations to risk theory (Q2274229) (← links)
• A modified insurance risk process with uncertainty (Q2347075) (← links)
• The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
• Laplace transform of the survival probability under Sparre Andersen model (Q2464007) (← links)
• On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
• On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← links)
• The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems (Q2499831) (← links)
• Martingales and the distribution of the time to ruin. (Q2574588) (← links)
• On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
• Ruin Problems for Phase-Type(2) Risk Processes (Q2739860) (← links)
• Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
• On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (Q5019751) (← links)
• Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
• The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
• The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) (← links)
• On a general class of renewal risk process: analysis of the Gerber-Shiu function (Q5697205) (← links)
• On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567) (← links)
• “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 (Q5715930) (← links)
• The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)