On a class of approximations for ruin and waiting time probabilities

被引：0

|

作者：

Univ of Waterloo, Waterloo, Canada ^{[1
]}

机构：

来源：

Oper Res Lett | / 1卷 / 27-32期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

收藏

相关论文

共 50 条

[1] On a class of approximations for ruin and waiting time probabilities
Willmot, GE
OPERATIONS RESEARCH LETTERS, 1998, 22 (01) : 27 - 32
[2] Sharp approximations of ruin probabilities in the discrete time models
Gajek, Leslaw
Rudz, Marcin
SCANDINAVIAN ACTUARIAL JOURNAL, 2013, 2013 (05) : 352 - 382
[3] Saddlepoint approximations for ruin probabilities
Badescu, Andrei Lucian
Badescu, Adrian Victor
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2007, 41 (3-4): : 257 - 268
[4] Simple approximations of ruin probabilities
Grandell, J
INSURANCE MATHEMATICS & ECONOMICS, 2000, 26 (2-3): : 157 - 173
[5] On moments based Pade approximations of ruin probabilities
Avram, F.
Chedom, D. F.
Horvath, A.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2011, 235 (10) : 3215 - 3228
[6] Approximations for the finite time ruin probabilities of the renewal phase-type model
Avram, F
INSURANCE MATHEMATICS & ECONOMICS, 2003, 32 (01): : 157 - 158
[7] Rates in Approximations to Ruin Probabilities for Heavy-Tailed Distributions
Thomas Mikosch
Alexander Nagaev
Extremes, 2001, 4 (1) : 67 - 78
[8] Corrected diffusion approximations for ruin probabilities in a Markov random walk
Fuh, CD
ADVANCES IN APPLIED PROBABILITY, 1997, 29 (03) : 695 - 712
[9] A SERIES FOR INFINITE TIME RUIN PROBABILITIES
BEEKMAN, JA
INSURANCE MATHEMATICS & ECONOMICS, 1985, 4 (02): : 129 - 134
[10] It's Time to Retire Ruin (Probabilities)
Milevsky, Moshe A.
FINANCIAL ANALYSTS JOURNAL, 2016, 72 (02) : 8 - 12

← 1 2 3 4 5 →