Pages that link to "Item:Q4661663"
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The following pages link to Erlangian Approximations for Finite-Horizon Ruin Probabilities (Q4661663):
Displaying 50 items.
- Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues (Q281989) (← links)
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- Lyapunov exponents for branching processes in a random environment: the effect of information (Q300710) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- Approximations for time-dependent distributions in Markovian fluid models (Q518871) (← links)
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
- A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
- The Erlangization method for Markovian fluid flows (Q928216) (← links)
- A two-dimensional ruin problem on the positive quadrant (Q939352) (← links)
- Finite time ruin probabilities with one Laplace inversion. (Q1413406) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- Optimal dividends under Erlang(2) inter-dividend decision times (Q1742724) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
- A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication (Q2065465) (← links)
- Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
- Moments and polynomial expansions in discrete matrix-analytic models (Q2145823) (← links)
- From PH/MAP to ME/RAP (Q2146379) (← links)
- On the randomized Schmitter problem (Q2152226) (← links)
- Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
- A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process (Q2157402) (← links)
- Parisian ruin with Erlang delay and a lower bankruptcy barrier (Q2176386) (← links)
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
- SIR-type epidemic models as block-structured Markov processes (Q2195938) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
- An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
- Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)
- Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)
- A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
- Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
- Matrix Structures in Queuing Models (Q2971625) (← links)
- An Approximation to the Distribution and the Moments of the Number of Events in Markovian Arrival Processes (Q3068087) (← links)
- The Moments of the Time of Ruin in Markovian Risk Models (Q3088979) (← links)
- A Direct Approach to a First-Passage Problem with Applications in Risk Theory (Q3094228) (← links)
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
- Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions (Q3391780) (← links)
- Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
- Risk Processes with Interest Force in Markovian Environment (Q3653123) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
