Pages that link to "Item:Q1589920"
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The following pages link to Lundberg approximations for compound distributions with insurance applications (Q1589920):
Displaying 50 items.
- On the analysis of a class of loss models incorporating time dependence (Q362057) (← links)
- Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues (Q604808) (← links)
- Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (Q650744) (← links)
- On the approximation of functions satisfying defective renewal equations (Q654129) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- Some aging properties involved with compound geometric distributions (Q746053) (← links)
- Stochastic bounds for the Sparre Andersen process (Q812976) (← links)
- A note on a class of delayed renewal risk processes (Q868319) (← links)
- On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
- A note on order statistics in the mixed Erlang case (Q900524) (← links)
- Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
- On some lifetime distributions with decreasing failure rate (Q961946) (← links)
- Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model (Q977152) (← links)
- Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model (Q997081) (← links)
- On upper bounds for the tail distribution of geometric sums of subexponential random variables (Q1039620) (← 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)
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. (Q1413384) (← links)
- The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (Q1413408) (← links)
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
- Symbolic calculation of the moments of the time of ruin. (Q1430676) (← links)
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
- The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
- Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396) (← links)
- Refinements of bounds for tails of compound distributions and ruin probabilities (Q2079137) (← links)
- Covariance between the forward recurrence time and the number of renewals (Q2122919) (← links)
- Log-convexity of counting processes evaluated at a random end of observation time with applications to queueing models (Q2397970) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← links)
- On the Gerber-Shiu discounted penalty function for subexponential claims (Q2471655) (← links)
- On the distribution of surplus immediately after ruin under interest force and subexponential claims (Q2485537) (← links)
- Bounds for the probability and severity of ruin in the Sparre Andersen model (Q2485542) (← links)
- The preservation of classes of discrete distributions under convolution and mixing (Q2492182) (← links)
- Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts (Q2507609) (← links)
- The proper distribution function of the deficit in the delayed renewal risk model (Q2866281) (← 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)
- Importance Sampling for Failure Probabilities in Computing and Data Transmission (Q3182431) (← links)
- Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744) (← links)
- Randomized dividends in the compound binomial model with a general premium rate (Q3608231) (← links)
- A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications (Q3619671) (← links)
- Bounds for the Ruin Probability of a Discrete-Time Risk Process (Q3621150) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
- Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035) (← links)
- MODELLING ZERO-INFLATED COUNT DATA WITH A SPECIAL CASE OF THE GENERALISED POISSON DISTRIBUTION (Q4972121) (← links)
- “On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006 (Q5019717) (← links)
- On the Class of Erlang Mixtures with Risk Theoretic Applications (Q5019730) (← links)
- On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest (Q5019733) (← links)
