The following pages link to (Q4230625):
Displaying 50 items.
- A suitable discrete distribution for modelling automobile claim frequencies (Q262988) (← links)
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
- An inequality of widely dependent random variables and its applications (Q282126) (← links)
- Optimal VaR-based risk management with reinsurance (Q286007) (← links)
- Transport processes with random jump rate (Q312106) (← links)
- Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
- Practical approaches to the estimation of the ruin probability in a risk model with additional funds (Q341092) (← links)
- Large deviations of the waiting time in the GI/G/1 queue with random order service (Q364612) (← links)
- A note on the inflated-parameter binomial distribution (Q383863) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
- Randomly weighted sums of dependent subexponential random variables (Q392984) (← links)
- The hitting time for a Cox risk process (Q408212) (← links)
- Ruin problems for an autoregressive risk model with dependent rates of interest (Q426430) (← links)
- The expected discounted penalty function under a renewal risk model with stochastic income (Q434650) (← links)
- On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
- Large deviations for dependent heavy tailed random variables (Q459489) (← links)
- Precise large deviations for random sums of END random variables with dominated variation (Q469894) (← links)
- Validity of heavy-traffic steady-state approximations in many-server queues with abandonment (Q475123) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
- Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460) (← links)
- Ruin theory with excess of loss reinsurance and reinstatements (Q548371) (← links)
- Pricing basket default swaps in a tractable shot noise model (Q553040) (← links)
- The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes (Q601942) (← links)
- Nonparametric two-sample tests for increasing convex order (Q605848) (← links)
- Bayesian inference for double Pareto lognormal queues (Q614174) (← links)
- Large deviations for estimators of unknown probabilities, with applications in risk theory (Q617998) (← links)
- Renewal theory for random variables with a heavy tailed distribution and finite variance (Q618009) (← links)
- One mixed negative binomial distribution with application (Q619779) (← links)
- Mission-based component testing for series systems (Q646630) (← links)
- Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
- Further results of recursive evaluation for compound distribution with the severity distribution of mixed type (Q651474) (← links)
- On the approximation of functions satisfying defective renewal equations (Q654129) (← links)
- Pricing general insurance in a reactive and competitive market (Q654742) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- The net Bayes premium with dependence between the risk profiles (Q659132) (← links)
- On the Gerber-Shiu function and change of measure (Q659175) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
