Results 311 to 320 of about 276,103 (331)

The finite-time ruin probability of the compound Poisson model with constant interest force

Journal of Applied Probability, 2005
Qihe Tang
exaly  

II. The Ruins of Time

2019
openaire   +1 more source

Nonparametric estimation of the finite time ruin probability in the classical risk model

Scandinavian Actuarial Journal, 2017
Zhimin Zhang
exaly  

Alex Miller: The Ruin of Time

Journal of Australian Studies, 2015
openaire   +2 more sources

Exact non-ruin probabilities in infinite time

2009
Using the Wiener-Hopf method, for the fundamental equation of the risk theory it is obtained an exact solution in terms of the Fourier transforms and factorization.
openaire   +1 more source

Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models

Journal of Mathematical Analysis and Applications, 2013
exaly  

Uniform asymptotics of the finite-time ruin probability for all times

Journal of Mathematical Analysis and Applications, 2012
exaly  

The Ruins of Time

openaire   +1 more source

Recursive calculation of finite-time ruin probabilities

Insurance: Mathematics and Economics, 1988
exaly  

Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate

Stochastic Models, 2008
exaly