Pages that link to "Item:Q1276462"

The following pages link to Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462):

Displaying 24 items.

• Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model (Q997081) (← links)
• Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
• On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
• A generalized defective renewal equation for the surplus process perturbed by diffusion. (Q1413299) (← links)
• Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328) (← links)
• The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675) (← links)
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
• On the distribution of surplus immediately before ruin under interest force (Q1612939) (← links)
• Complete discounted cash flow valuation (Q1681180) (← links)
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• Analysis of a defective renewal equation arising in ruin theory (Q1962817) (← links)
• Bounds for the probability and severity of ruin in the Sparre Andersen model (Q2485542) (← links)
• On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin (Q2703236) (← links)
• Ruin Problems for Phase-Type(2) Risk Processes (Q2739860) (← links)
• RATIO MONOTONICITY FOR TAIL PROBABILITIES IN THE RENEWAL RISK MODEL (Q3000392) (← links)
• Monotonicity properties and the deficit at ruin in the Sparre Andersen model (Q3077729) (← links)
• Some results on the joint distribution prior to and at the time of ruin in the classical model (Q3103209) (← links)
• A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications (Q3619671) (← links)
• On a risk measure inspired from the ruin probability and the expected deficit at ruin (Q4575384) (← links)
• Über die Verteilung des Überschusses vor und zum Zeitpunkt des Ruins in Semi-Markov-Risikomodellen;On the distribution of the surplus prior to ruin and at ruin in a discrete semi-markov risk model (Q5422794) (← links)
• A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model (Q5467664) (← links)
• On the distribution of surplus immediately after ruin under interest force (Q5956048) (← links)
• Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach (Q6193111) (← links)