Pages that link to "Item:Q3497095"
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The following pages link to Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve (Q3497095):
Displaying 13 items.
- Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877) (← links)
- Ruin theory with compounding assets -- a survey (Q1265912) (← links)
- Rejection rules in the \(M/G/1\) queue (Q1892645) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
- Calculation of finite time ruin probabilities for some risk models (Q2581776) (← links)
- A large deviation principle for the risk process with varying premium (Q3610427) (← links)
- The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case (Q4012746) (← links)
- A Risk Model with Multilayer Dividend Strategy (Q5019726) (← links)
- Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation (Q5430548) (← links)
- The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications (Q5443462) (← links)
- Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment (Q5485018) (← links)
- Probability of ruin with variable premium rate in a Markovian environment (Q5956051) (← links)