Pages that link to "Item:Q652877"
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The following pages link to Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877):
Displaying 4 items.
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
- Saddlepoint approximations to tail probabilities and quantiles of inhomogeneous discounted compound Poisson processes with periodic intensity functions (Q1930449) (← links)
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
- Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators (Q5220745) (← links)