SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
16 references·0 citing·40 second hop
Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (2004)Ruin Probabilities and Deficit for the Re…Asymptotic Analysis of Switching Queueing Systems in Conditions of Low and Heavy Loading (2014)Asymptotic Analysis of Switch…Collective Risk Theory (2004)Collective Risk TheoryErlangian Approximations for Finite-Horizon Ruin Probabilities (2002)Erlangian Approximations for …Stochastic Processes for Insurance and Finance (2001)Stochastic Processes for Insu…Ruin Probabilities (2000)Ruin ProbabilitiesStochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insu…On the distribution of the duration of negative surplus (1996)On the distribution of the du…How long is the surplus below zero? (1993)How long is the surplus below…Phase-Type Representations in Random Walk and Queueing Problems (1992)Phase-Type Representations in…Computational methods in risk theory: A matrix-algorithmic approach (1992)Computational methods in risk…Matching moments to phase distributions: nonlinear programming approaches (1990)Matching moments to phase dis…On the Probability and Severity of Ruin (1987)On the Probability and Severi…Applied Probability and Queues (1987)Applied Probability and QueuesApproximations for the probability of ruin within finite time (1984)Approximations for the probab…The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t) (1974)The numerical calculation ofU…Numerical evaluation of ruin probabilities for a finite period (1973)Numerical evaluation of ruin …Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Risk theory in a Markovian environment (1989)New results on the single server queue with a batch markovian arrival process (1991)On a Class of Renewal Risk Processes (1998)Multivariate risk model of phase type (2005)Characterization of Matrix-Exponential Distributions (2008)Actuarial Mathematics (1986)Analysis of a defective renewal equation arising in ruin theory (1999)The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (2000)The compound Poisson risk model with a threshold dividend strategy (2005)Introduction to the Theory of Queues. (1963)Matrix-Geometric Solutions to Stochastic Models (1984)Ruin probabilities for Erlang(2) risk processes (1998)Rare Events Simulation for Heavy-Tailed Distributions (2000)Queues and Inventories. (1966)QUEUES AND INVENTORIES (1967)The Single Server Queue (1983)Ruin theory with compounding assets — a survey (1998)Risk processes analyzed as fluid queues (2004)An introduction to mathematical risk theory (1979)Actuarial Mathematics. (1986)Spectrally negative Lévy processes with applications in risk theory (2001)On a Classical Risk Model with a Constant Dividend Barrier (2005)Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (2013)Matrix-geometric solutions in stochastic models (1985)Introduction to Matrix Analytic Methods in Stochastic Modeling (1999)A two-dimensional ruin problem on the positive quadrant (2007)Randomized observation periods for the compound Poisson risk model: Dividends (2011)Randomized observation periods for the compound Poisson risk model: the discounted penalty function (2011)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)On minimizing the ruin probability by investment and reinsurance (2002)On the optimal dividend problem for a spectrally negative Lévy process (2007)Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Asset Pricing with Heterogeneous Consumers (1996)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Quantifying Distributional Model Risk via Optimal Transport (2019)Some remarks on first passage of Lévy processes, the American put and pasting principles (2005)On Optimal Dividend Strategies In The Compound Poisson Model (2006)On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008)
this work references cited by second hop

References

  • 1987Applied Probability and Queues2,704 cited
  • 2001Stochastic Processes for Insurance and Finance839 cited
  • 1999Stochastic Processes for Insurance & Finance775 cited
  • 2000Ruin Probabilities447 cited
  • 1987On the Probability and Severity of Ruin175 cited
  • 2002Erlangian Approximations for Finite-Horizon Ruin Probabilities123 cited
  • 1984Approximations for the probability of ruin within finite time95 cited
  • 1992Computational methods in risk theory: A matrix-algorithmic approach86 cited
  • 1993How long is the surplus below zero?86 cited
  • 1992Phase-Type Representations in Random Walk and Queueing Problems84 cited
  • 2004Collective Risk Theory81 cited
  • 1990Matching moments to phase distributions: nonlinear programming approaches70 cited
  • 1974The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)54 cited
  • 1973Numerical evaluation of ruin probabilities for a finite period47 cited
  • 1996On the distribution of the duration of negative surplus45 cited
  • 2014Asymptotic Analysis of Switching Queueing Systems in Conditions of Low and Heavy Loading

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

39 cited

Cited by

No citing works inside the corpus for this window.