Pages that link to "Item:Q4863016"
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The following pages link to Saddlepoint approximations for the probability of ruin in finite time (Q4863016):
Displaying 13 items.
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
- Adaptive control strategies and dependence of finite time ruin on the premium loading (Q939330) (← links)
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- The probability of ruin in finite time (Q1589832) (← links)
- An optimization approach to adaptive multi-dimensional capital management (Q1757615) (← links)
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
- Approximations for Finite Horizon Ruin Probabilities in the Renewal Model (Q4512136) (← links)
- The stability of the probability of ruin (Q5106731) (← links)
