## Found 72 Documents (Results 1–72)

100
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### Refinements of bounds for tails of compound distributions and ruin probabilities. (English)Zbl 07484252

MSC:  60Kxx 62Pxx 91Bxx
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### The stability of the probability of ruin. (English)Zbl 1437.91460

MSC:  91G70 65C05 60K10
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MSC:  62E99
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### A bivariate model based on compound negative binomial distribution. (English)Zbl 1437.62188

MSC:  62H10 60E05
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### Estimates for the rate of convergence in the global CLT for compound mixed Poisson distributions. (English. Russian original)Zbl 1414.60017

Theory Probab. Appl. 63, No. 1, 72-93 (2018); translation from Teor. Veroyatn. Primen. 63, No. 1, 89-116 (2018).
MSC:  60F05
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### Type II family of bivariate inflated-parameter generalized power series distributions. (English)Zbl 1488.60019

MSC:  60E05 62P05

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### Two limit theorems for Markov binomial distribution. (English)Zbl 1326.60029

MSC:  60F05 60J10 60E07
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### On the integrated tail of the deficit in the renewal risk model. (English)Zbl 1319.60171

MSC:  60K05 91B30
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### Bivariate geometric distributions. (English)Zbl 1324.60007

MSC:  60E05 62P05

### On a bivariate Pólya-Aeppli distribution. (English)Zbl 1307.60006

MSC:  60E05 62P05
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### Notes on discrete compound Poisson model with applications to risk theory. (English)Zbl 1306.60050

MSC:  60G51 60J75 91G40 62P05
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### Type II bivariate Pólya-Aeppli distribution. (English)Zbl 1294.60021

MSC:  60E05 62P05
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### On asymptotic equivalence among the solutions of some defective renewal equations. (English)Zbl 1337.60222

MSC:  60K05 60F05
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### On a generalization from ruin to default in a Lévy insurance risk model. (English)Zbl 1307.91096

MSC:  91B30 60G51 60J45
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### Some distributional properties of a class of counting distributions with claims analysis applications. (English)Zbl 1286.91071

MSC:  91B30 60E05 91G50
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### A new generalized exponential geometric distribution. (English)Zbl 1274.60034

MSC:  60E05 60E10 62E10
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### Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion. (English)Zbl 1255.91179

MSC:  91B30 60H30
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### Parameter estimation of geometric distribution under the compound LINEX symmetric loss function. (Chinese. English summary)Zbl 1266.93144

MSC:  93E10 62N05

### Some properties of the compound Poisson-geometric distribution. (Chinese. English summary)Zbl 1265.60023

MSC:  60E99 62E99

### Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. (English)Zbl 1229.91161

MSC:  91B30 60K10
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### A new discrete distribution with actuarial applications. (English)Zbl 1218.91080

MSC:  91B30 60E05 62P05 60J80
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### On the DFR property of the compound geometric distribution with applications in risk theory. (English)Zbl 1231.91229

MSC:  91B30 60K05 60E15
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MSC:  60J27
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### Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English)Zbl 1231.91157

MSC:  91B30 60K10 62P05
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### Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. (English)Zbl 1231.91250

MSC:  91B30 60K05 62P05
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### An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion. (English)Zbl 1226.91030

MSC:  91B30 60K10 60E15
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### Compound Poisson and signed compound Poisson approximations to the Markov binomial law. (English)Zbl 1213.60033

MSC:  60E05 62J10
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### The probability function of a geometric Poisson distribution. (English)Zbl 1197.60008

MSC:  60E05 60C05 11P81
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### On the ordering of ruin probabilities for the surplus process perturbed by diffusion. (English)Zbl 1224.91088

MSC:  91B30 62P05
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### The ruin probability for a generalized compound Poisson-geometric risk model. (Chinese. English summary)Zbl 1212.91058

MSC:  91B30 60G46

### Importance sampling for failure probabilities in computing and data transmission. (English)Zbl 1173.65005

MSC:  65C60 65C05 68M15 60F05 68M20 62P30 62F25
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### On the expectation of total discounted operating costs up to default and its applications. (English)Zbl 1173.91023

MSC:  91B30 91B70 91G20
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### Distributional properties of the negative binomial Lévy process. (English)Zbl 1170.60021

MSC:  60G51 60G50 60E07
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MSC:  91B30
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### Nonexponential asymptotics for the solutions of renewal equations, with applications. (English)Zbl 1125.60090

MSC:  60K05 60K10 60K30
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### On the stop-loss transform and order for the surplus process perturbed by diffusion. (English)Zbl 1147.91350

MSC:  91B30 60K05 60K10
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### Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models. (English)Zbl 1143.91033

MSC:  91B30 60G40 60K15
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### The density of the time to ruin in the classical Poisson risk model. (English)Zbl 1097.62113

MSC:  62P05 62E15 91B30
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### The deficit at ruin in the stationary renewal risk model. (English)Zbl 1092.62115

MSC:  62P05 91B30
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### Extensions of Katz-Panjer families of discrete distributions. (English)Zbl 1076.60017

MSC:  60E10 60E07

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### On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. (English)Zbl 1054.60012

MSC:  60E05 60B15 91B30
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### Limit theorems for the number of points of a given set covered by a random linear subspace. (English. Russian original)Zbl 1046.60010

Discrete Math. Appl. 13, No. 2, 179-188 (2003); translation from Diskretn. Mat. 15, No. 2, 128-137 (2003).
MSC:  60D05
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### The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English)Zbl 1103.91369

MSC:  91B30 34K60 60G55
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### On the expectations of the present values of the time of ruin perturbed by diffusion. (English)Zbl 1066.91062

MSC:  91B30 60J70 62E17 62E20
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### Aging and other distributional properties of discrete compound geometric distributions. (English)Zbl 1025.62006

MSC:  62E10 62N05 91B30
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### Approximating integrals via Monte Carlo and deterministic methods. (English)Zbl 0958.65009

Oxford Statistical Science Series. 20. Oxford: Oxford University Press. ix, 288 p. (2000).

### Univariate geometric stable laws. (English)Zbl 1055.60503

MSC:  60E07 62E10
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### On a class of approximations for ruin and waiting time probabilities. (English)Zbl 0911.90172

MSC:  90B22 60K25
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MSC:  68M20
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### Representation and properties of geometric stable laws. (English)Zbl 0853.60009

Anastassiou, George (ed.) et al., Approximation, probability, and related fields. Proceedings of a conference, Santa Barbara, CA, USA, May 20-22, 1993. New York, NY: Plenum. 321-337 (1994).
MSC:  60E05 60F05

### Limit theorem on multi-state Markov chains. (Chinese)Zbl 0814.60062

MSC:  60J10 60F05 60J35

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MSC:  62P05
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### How long is the surplus below zero? (English)Zbl 0777.62096

Reviewer: L.S.Ioffe (Haifa)
MSC:  62P05
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### A note on preservation of self-decomposability under geometric compounding. (English)Zbl 0633.60024

Reviewer: F.W.Steutel
MSC:  60E07 60E10
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### Some results for uniformizable semi-Markov processes. (English)Zbl 0634.60077

MSC:  60K05 60K15
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MSC:  60E05

### On the concavity of the waiting-time distribution in some GI/G/1 queues. (English)Zbl 0599.60085

Reviewer: I.Morozov
MSC:  60K25 90B22
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### Classifying infinitely divisible distributions by functional equations. (English)Zbl 0392.60016

Amsterdam: Mathematisch Centrum. 199 p. (1978).
MSC:  60E07 60E05

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