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Stochastische Netzwerkverfahren und deren Anwendungen
Völzgen, Hubert - 1971
Persistent link: https://www.econbiz.de/10000091152
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On the ruin probabilities of a bidimensional perturbed risk model
Li, Junhai; Liu, Zaiming; Tang, Qihe - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 185-195
Persistent link: https://www.econbiz.de/10003755694
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On variational bounds in the compound Poisson approximation of the individual risk model
Roos, Bero - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 403-414
Persistent link: https://www.econbiz.de/10003755757
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The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
Chen, Yiqing; Ng, Kai-Wang - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 415-423
Persistent link: https://www.econbiz.de/10003755761
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Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
Leipus, Remigijus; Šiaulys, Jonas - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 498-508
Persistent link: https://www.econbiz.de/10003755782
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A method to calculate steady-state distributions of large Markov chains by aggregating states
Feinberg, Brion N. - In: Operations research 35 (1987) 2, pp. 282-290
Persistent link: https://www.econbiz.de/10001045831
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Multivariate phasetype distributions
Assaf, David (contributor) - In: Operations research 32 (1984) 3, pp. 688-702
Persistent link: https://www.econbiz.de/10003477041
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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10003953315
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On the distribution of the (un)bounded sum of random variables
Cherubini, Umberto; Mulinacci, Sabrina; Romagnoli, Silvia - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 56-63
Persistent link: https://www.econbiz.de/10008839765
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Probabilistic inference and influence diagrams
Shaxhter, Rosa D. - In: Operations research 36 (1988) 4, pp. 589-604
Persistent link: https://www.econbiz.de/10003678930