The following pages link to (Q5511744):
Displayed 22 items.
- Risk theory for the compound Poisson process that is perturbed by diffusion (Q756904) (← links)
- Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process (Q908643) (← links)
- Interest and mortality randomness in some annuities (Q923581) (← links)
- Use of stochastic control theory to model a forest management system (Q1057780) (← links)
- A series for infinite time ruin probabilities (Q1059971) (← links)
- Approximation and estimation of some compound distributions (Q1069255) (← links)
- A collective risk comparative study (Q1082026) (← links)
- An improvement to the convolution method of calculating \(\psi\) (u) (Q1096305) (← links)
- Mathematical fun with ruin theory (Q1110974) (← links)
- Calculation of the probability of eventual ruin by Beekman's convolution series (Q1115077) (← links)
- Representation of a time-discrete probability of eventual ruin (Q1122916) (← links)
- A stochastic approach to insurance cycles (Q1205677) (← links)
- Stochastic models for bond prices, function space integrals and immunization theory (Q1262066) (← links)
- Ruin probability by operational calculus (Q1263214) (← links)
- The distributions of annuities (Q1341325) (← links)
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464) (← links)
- Closed-form approximations for diffusion densities: A path integral approach. (Q1426782) (← links)
- Analytical best upper bounds on stop-loss premiums (Q1838013) (← links)
- Ruin estimates under interest force (Q1902621) (← links)
- Compound Poisson processes, as modified by Ornstein-Uhlenbeck processes (Q4095640) (← links)
- Gaussian-Markov Processes and a Boundary Value Problem (Q5533900) (← links)
- Wiener integral representations for certain semigroups which have infinitesimal generators with matrix coefficients (Q5536189) (← links)