Pages that link to "Item:Q1413290"
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The following pages link to On a gamma series expansion for the time-dependent probability of collective ruin (Q1413290):
Displaying 15 items.
- Computing ruin probability in the classical risk model (Q845482) (← links)
- A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
- Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
- Recursive calculation of finite time ruin probabilities under interest force. (Q1423349) (← links)
- Shot-noise queueing models (Q2070672) (← links)
- Matrix representations of life insurance payments (Q2209784) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Calculation of finite time ruin probabilities for some risk models (Q2581776) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions (Q3391780) (← links)
- On finite-time ruin probabilities for classical risk models (Q3608235) (← links)
- Risk Processes with Interest Force in Markovian Environment (Q3653123) (← links)
- Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904) (← links)
- Affine Storage and Insurance Risk Models (Q5026437) (← links)
- Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
