Pages that link to "Item:Q689578"

The following pages link to Ruin probabilities in the compound binomial model (Q689578):

Displaying 50 items.

• Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
• The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
• A note on the inflated-parameter binomial distribution (Q383863) (← links)
• Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function (Q704410) (← links)
• On a discrete risk model with delayed claims and a randomized dividend strategy (Q738487) (← links)
• Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
• Joint distributions of some actuarial random vectors in the compound binomial model (Q865614) (← links)
• Ruin probability in the continuous-time compound binomial model (Q882856) (← links)
• A note on the net profit condition for discrete and classical risk models (Q904327) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• Moderate and large deviation estimate for the Markov-binomial distribution (Q970478) (← links)
• Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model (Q977152) (← links)
• The compound binomial risk model with time-correlated claims (Q997091) (← links)
• On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
• The survival probability in finite time period in fully discrete risk model (Q1288288) (← links)
• Aging and other distributional properties of discrete compound geometric distributions (Q1413274) (← links)
• Ruin probabilities for time-correlated claims in the compound binomial model. (Q1413282) (← links)
• Discounted probabilities and ruin theory in the compound binomial model (Q1584519) (← links)
• Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
• Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
• On the moment-generating functions of extrema and their complements for almost semicontinuous integer-valued Poisson processes on Markov chains (Q1688157) (← links)
• Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
• A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
• Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
• The compound binomial risk model with delayed claims and random income (Q1931057) (← links)
• On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
• Moments of deficit duration and its proportion in general compound binomial model (Q2104152) (← links)
• Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm (Q2139728) (← links)
• Probability of ruin in discrete insurance risk model with dependent Pareto claims (Q2178940) (← links)
• Computational results on the compound binomial risk model with nonhomogeneous claim occurrences (Q2252392) (← links)
• Ruin probability for the bi-seasonal discrete time risk model with dependent claims (Q2326535) (← links)
• The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims (Q2343576) (← links)
• Discrete risk model revisited (Q2433267) (← links)
• On distributions of runs in the compound binomial risk model (Q2445484) (← links)
• Discrete \(s\)-convex extremal distributions: theory and applications (Q2481443) (← links)
• The compound binomial model with randomized decisions on paying dividends (Q2507603) (← links)
• Ruin problems in a discrete Markov risk model (Q2518946) (← links)
• Finite time ruin probabilities and large deviations for generalized compound binomial risk models (Q2581246) (← links)
• On a Risk Model With Delayed Claims Under Stochastic Interest Rates (Q2792305) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes (Q3193128) (← links)
• Some results on the compound Markov binomial model (Q3440849) (← links)
• Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863) (← links)
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
• Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
• On finite-time ruin probabilities for classical risk models (Q3608235) (← links)
• Problèmes de ruine en théorie du risque à temps discret avec horizon fini (Q4462687) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• Gerber–Shiu function for the discrete inhomogeneous claim case (Q4903511) (← links)