Pages that link to "Item:Q847258"

The following pages link to On the efficient evaluation of ruin probabilities for completely monotone claim distributions (Q847258):

Displaying 13 items.

• Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
• Approximation of the ruin probability using the scaled Laplace transform inversion (Q668180) (← links)
• A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
• Recovery of ruin probability and value at risk from the scaled Laplace transform inversion (Q1639543) (← links)
• Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042) (← links)
• Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
• Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails (Q2323676) (← links)
• De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
• On moments based Padé approximations of ruin probabilities (Q2431353) (← links)
• Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments (Q2513601) (← links)
• Fourier-cosine method for ruin probabilities (Q2515094) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)