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
  • [31] Approximations of the ruin probability in a discrete time risk model
    Santana, David J.
    Rincon, Luis
    MODERN STOCHASTICS-THEORY AND APPLICATIONS, 2020, 7 (03): : 221 - 243
  • [32] Approximations for the moments of ruin time in the compound Poisson model
    Pitts, Susan M.
    Politis, Konstadinos
    INSURANCE MATHEMATICS & ECONOMICS, 2008, 42 (02): : 668 - 679
  • [33] Importance sampling approximations to various probabilities of ruin of spectrally negative Levy risk processes
    Gatto, Riccardo
    APPLIED MATHEMATICS AND COMPUTATION, 2014, 243 : 91 - 104
  • [34] WAITING TIME PROBABILITIES IN A STATISTICAL MULTIPLEXER WITH PRIORITIES
    SCHORMANS, JA
    SCHARF, EM
    PITTS, JM
    IEE PROCEEDINGS-I COMMUNICATIONS SPEECH AND VISION, 1993, 140 (04): : 301 - 307
  • [35] ASSESSMENT OF THE RUIN PROBABILITIES
    Tanasescu, Paul
    Mircea, Iulian
    ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2014, 48 (03): : 79 - 98
  • [36] ESTIMATION OF RUIN PROBABILITIES
    TEUGELS, J
    ADVANCES IN APPLIED PROBABILITY, 1977, 9 (02) : 221 - 222
  • [37] ESTIMATION OF RUIN PROBABILITIES
    TEUGELS, JL
    INSURANCE MATHEMATICS & ECONOMICS, 1982, 1 (03): : 163 - 175
  • [38] Phase-type approximations to finite-time ruin probabilities in the Sparre-Andersen and stationary renewal risk models
    Stanford, D. A.
    Avram, F.
    Badescu, A. L.
    Breuer, L.
    Da Silva Soares, A.
    Latouche, G.
    ASTIN BULLETIN, 2005, 35 (01): : 131 - 144
  • [39] SIMULATION OF RUIN PROBABILITIES
    BOOGAERT, P
    DEWAEGENAERE, A
    INSURANCE MATHEMATICS & ECONOMICS, 1990, 9 (2-3): : 95 - 99
  • [40] EXPONENTIAL APPROXIMATIONS FOR TAIL PROBABILITIES IN QUEUES, .1. WAITING-TIMES
    ABATE, J
    CHOUDHURY, GL
    WHITT, W
    OPERATIONS RESEARCH, 1995, 43 (05) : 885 - 901