The following pages link to (Q4435489):
Displaying 12 items.
- Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
- The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
- Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
- Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes (Q2252704) (← links)
- The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails (Q3526086) (← links)
- Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← links)
