Pages that link to "Item:Q4784308"
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The following pages link to DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST (Q4784308):
Displayed 17 items.
- Ruin problems for an autoregressive risk model with dependent rates of interest (Q426430) (← links)
- Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem (Q624936) (← links)
- The deficit at ruin in the Sparre Andersen model with interest (Q874329) (← links)
- Ruin problems for a discrete time risk model with random interest rate (Q883070) (← links)
- Mathematical model of banking operation (Q891720) (← links)
- Exponential bounds for ruin probability in two moving average risk models with constant interest rate (Q925963) (← links)
- Ruin probabilities with a Markov chain interest model (Q2485524) (← links)
- Ruin problems for a discrete time risk model with non-homogeneous conditions (Q2868598) (← links)
- Ruin Probability in a Generalised Risk Process under Rates of Interest with Homogenous Markov Chains (Q2929988) (← links)
- Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737) (← links)
- Upper bounds for ruin probabilities in two dependent risk models under rates of interest (Q3103155) (← links)
- RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS (Q4563744) (← links)
- Lundberg-type inequalities for non-homogeneous risk models (Q4988563) (← links)
- Reliability of a Discrete-Time System with Investment (Q5005577) (← links)
- ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
- On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property (Q6118239) (← links)
- On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance (Q6167554) (← links)