Pages that link to "Item:Q5938034"
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The following pages link to On the moments of ruin and recovery times (Q5938034):
Displaying 13 items.
- Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
- Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
- On first and last ruin times of Gaussian processes (Q935830) (← links)
- A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
- Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462) (← links)
- How many claims does it take to get ruined and recovered? (Q1413355) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- Moments of deficit duration and its proportion in general compound binomial model (Q2104152) (← links)
- On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times (Q2514601) (← links)
- Passage times for a spectrally negative Lévy process with applications to risk theory (Q2565931) (← links)
- Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
- Upper bounds on the expected time to ruin and on the expected recovery time (Q4819487) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)
