Pages that link to "Item:Q5490578"
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The following pages link to The Density of the Time to Ruin in the Classical Poisson Risk Model (Q5490578):
Displayed 46 items.
- A note on some joint distribution functions involving the time of ruin (Q282279) (← links)
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
- The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
- The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
- The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model (Q414592) (← links)
- Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
- Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- An optimization of a continuous time risk process (Q965505) (← links)
- Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
- Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← 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)
- On a partial integrodifferential equation of Seal's type (Q2347058) (← links)
- The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (Q2443228) (← links)
- An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← links)
- Analysis of the discounted sum of ascending ladder heights (Q2445351) (← links)
- Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach (Q2445353) (← links)
- Optimal control of the surplus in an insurance policy (Q2511738) (← links)
- Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)
- Erlang risk models and finite time ruin problems (Q2866304) (← links)
- On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
- A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
- THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL (Q4563775) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)
- Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476) (← links)
- On the Class of Erlang Mixtures with Risk Theoretic Applications (Q5019730) (← links)
- “On the Class of Erlang Mixtures with Risk Theoretic Applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007 (Q5019731) (← links)
- On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model (Q5029065) (← links)
- Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes (Q5031036) (← links)
- A surplus process involving a compound Poisson counting process and applications (Q5077255) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
- The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model (Q5413856) (← links)
- The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (Q5430555) (← links)
- The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
- Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model (Q5745547) (← links)
- Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
- Applications of the classical compound Poisson model with claim sizes following a compound distribution (Q6163059) (← links)
- The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
