Pages that link to "Item:Q3707220"

The following pages link to Approximations to ruin probability in the presence of an upper absorbing barrier (Q3707220):

Displaying 20 items.

• Computing survival probabilities based on stochastic differential models (Q464647) (← links)
• Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
• Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857) (← links)
• The win-first probability under interest force (Q817279) (← links)
• Mathematical model of banking operation (Q891720) (← links)
• On the distribution of the surplus prior to ruin (Q1209475) (← links)
• Ruin problems and dual events (Q1329415) (← links)
• Recursive calculation of time to ruin distributions. (Q1413314) (← links)
• Some characteristics of a surplus process in the presence of an upper barrier. (Q1413315) (← links)
• How many claims does it take to get ruined and recovered? (Q1413355) (← links)
• Recursive calculation of finite time ruin probabilities under interest force. (Q1423349) (← links)
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
• Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
• The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
• Two-sided exit problems in the ordered risk model (Q2282732) (← links)
• Optimal prevention strategies in the classical risk model (Q2306103) (← links)
• On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
• When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) (← links)
• The expected time to ruin in a risk process with constant barrier via martingales (Q2581777) (← links)
• On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier (Q3367734) (← links)