Pages that link to "Item:Q689579"

The following pages link to On the distribution of the claim causing ruin (Q689579):

Displaying 14 items.

• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
• On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
• On some measures of the severity of ruin in the classical Poisson model (Q1333587) (← links)
• On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
• The joint distributions of several important actuarial diagnostics in the classical risk model. (Q1413331) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977) (← links)
• A note on the Taylor series expansions for multivariate characteristics of classical risk processes (Q1962815) (← links)
• Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique (Q1962823) (← links)
• Practical approximations for multivariate characteristics of risk processes (Q1974037) (← links)
• An operator property of the distribution of a nonhomogeneous Poisson process with applications (Q2404187) (← links)
• On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)