Pages that link to "Item:Q1333587"
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The following pages link to On some measures of the severity of ruin in the classical Poisson model (Q1333587):
Displayed 18 items.
- Properties of a risk measure derived from the expected area in red (Q743159) (← links)
- Occupation measure and local time of classical risk processes (Q817294) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- Total duration of negative surplus for the risk model with debit interest (Q1021771) (← links)
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
- The effect of interest on negative surplus (Q1381469) (← links)
- Some characteristics of a surplus process in the presence of an upper barrier. (Q1413315) (← links)
- The joint distributions of several important actuarial diagnostics in the classical risk model. (Q1413331) (← links)
- Joint distributions of some actuarial random vectors containing the time of ruin (Q1413344) (← links)
- The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
- Ruin probabilities with compounding assets (Q1962816) (← links)
- Total duration of negative surplus for a Brownian motion risk model with interest (Q2440501) (← links)
- On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
- The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems (Q2499831) (← links)
- On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy (Q3077755) (← links)
- Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)
- Total Duration of Negative Surplus for the Risk Process with Constant Interest Force (Q5430135) (← links)
- Differentiation of some functionals of risk processes, and optimal reserve allocation (Q5697590) (← links)
