The following pages link to (Q3158278):
Displaying 50 items.
- Bi-seasonal discrete time risk model (Q297843) (← links)
- Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743) (← links)
- Ruin probability in the three-seasonal discrete-time risk model (Q340803) (← links)
- The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
- The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model (Q414592) (← links)
- Discrete Schur-constant models (Q495392) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- Finite-time ruin probability in the inhomogeneous claim case (Q619331) (← links)
- An elementary approach to discrete models of dividend strategies (Q659189) (← links)
- Approximation of the ruin probability using the scaled Laplace transform inversion (Q668180) (← links)
- Modeling the effect of spending on cyber security by using surplus process (Q782257) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
- Some results behind dividend problems (Q861422) (← links)
- Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier (Q893334) (← links)
- A note on the net profit condition for discrete and classical risk models (Q904327) (← links)
- Characterization theorems for customer equivalent utility insurance premium calculation principle (Q906589) (← links)
- Decompounding random sums: a nonparametric approach (Q907021) (← links)
- Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357) (← links)
- The compound binomial risk model with time-correlated claims (Q997091) (← links)
- On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
- Duality in ruin problems for ordered risk models (Q1697212) (← links)
- Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
- Ruin probability via quantum mechanics approach (Q1742708) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
- Dividend problems in the dual risk model (Q2015662) (← links)
- A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
- Optimal capital injections and dividends with tax in a risk model in discrete time (Q2209796) (← links)
- Ruin probabilities under capital constraints (Q2273995) (← links)
- The order-statistic claim process with dependent claim frequencies and severities (Q2320793) (← links)
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims (Q2326535) (← links)
- An approximation of minimum initial capital of investment discrete time surplus process with Weibull distribution in a reinsurance company (Q2337005) (← links)
- Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance (Q2356240) (← links)
- Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
- Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
- Alarm system for insurance companies: a strategy for capital allocation (Q2444706) (← links)
- A new skew generalization of the normal distribution: properties and applications (Q2445657) (← links)
- Dividend optimization under the gamma-distribution of claims (Q2513095) (← links)
- Fourier-cosine method for ruin probabilities (Q2515094) (← links)
- Transforming public pensions: a mixed scheme with a credit granted by the state (Q2656994) (← links)
- OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868) (← links)
- On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy (Q3077755) (← links)
- Improved Asymptotics for Ruin Probabilities (Q3193126) (← links)
- Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
- Matrix-Form Recursions for a Family of Compound Distributions (Q3569720) (← links)
- Maximizing Dividends without Bankruptcy (Q3632860) (← links)
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches (Q3634585) (← links)
- Semiparametric estimation in the optimal dividend barrier for the classical risk model (Q4562051) (← links)
