相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。On the distribution of cumulative Parisian ruin
Helene Guerin et al.
INSURANCE MATHEMATICS & ECONOMICS (2017)
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model
Irmina Czarn et al.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (2017)
Strikingly simple identities relating exit problems for Levy processes under continuous and Poisson observations
Hansjorg Albrecher et al.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2017)
On a class of dependent Sparre Andersen risk models and a bailout application
F. Avram et al.
INSURANCE MATHEMATICS & ECONOMICS (2016)
GERBER-SHIU DISTRIBUTION AT PARISIAN RUIN FOR LEVY INSURANCE RISK PROCESSES
Erik J. Baurdoux et al.
JOURNAL OF APPLIED PROBABILITY (2016)
Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
E. S. Badila et al.
INSURANCE MATHEMATICS & ECONOMICS (2015)
On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models
Hansjörg Albrecher et al.
JOURNAL OF APPLIED PROBABILITY (2014)
An Insurance Risk Model with Parisian Implementation Delays
David Landriault et al.
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY (2014)
QUEUES AND RISK PROCESSES WITH DEPENDENCIES
E. S. Badila et al.
STOCHASTIC MODELS (2014)
Parisian ruin probability for spectrally negative Levy processes
Ronnie Loeffen et al.
BERNOULLI (2013)
Dependence structures and asymptotic properties of Baker's distributions with fixed marginals
Xiaoling Dou et al.
JOURNAL OF STATISTICAL PLANNING AND INFERENCE (2013)
RUIN PROBABILITY WITH PARISIAN DELAY FOR A SPECTRALLY NEGATIVE LEVY RISK PROCESS
Irmina Czarna et al.
JOURNAL OF APPLIED PROBABILITY (2011)
A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
G. D. Lin et al.
JOURNAL OF MULTIVARIATE ANALYSIS (2010)
MULTIVARIATE MATRIX-EXPONENTIAL DISTRIBUTIONS
Mogens Bladt et al.
STOCHASTIC MODELS (2010)
ON THE CONSTRUCTION OF BIVARIATE EXPONENTIAL DISTRIBUTIONS WITH AN ARBITRARY CORRELATION COEFFICIENT
Mogens Bladt et al.
STOCHASTIC MODELS (2010)
DEPENDENT RISK MODELS WITH BIVARIATE PHASE-TYPE DISTRIBUTIONS
Andrei L. Badescu et al.
JOURNAL OF APPLIED PROBABILITY (2009)
Applications of fluid flow matrix analytic methods in ruin theory-a review
Andrei L. Badescu et al.
REVISTA DE LA REAL ACADEMIA DE CIENCIAS EXACTAS FISICAS Y NATURALES SERIE A-MATEMATICAS (2009)
An order-statistics-based method for constructing multivariate distributions with fixed marginals
Rose Baker
JOURNAL OF MULTIVARIATE ANALYSIS (2008)
Passage times in fluid models with application to risk processes
V. Ramaswami
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY (2006)
Hitting probabilities and hitting times for stochastic fluid flows
NG Bean et al.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2005)
A review on phase-type distributions and their use in risk theory
Mogens Bladt
ASTIN BULLETIN (2005)
Algorithms for return probabilities for stochastic fluid flows
NG Bean et al.
STOCHASTIC MODELS (2005)
A ruin model with dependence between claim sizes and claim intervals
H Albrecher et al.
INSURANCE MATHEMATICS & ECONOMICS (2004)
On the waiting times in queues with dependency between interarrival and service times
A Müller
OPERATIONS RESEARCH LETTERS (2000)
分享论文
