7 results
An identity based on the generalised negative binomial distribution with applications in ruin theory
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- Journal:
- Annals of Actuarial Science / Volume 13 / Issue 2 / September 2019
- Published online by Cambridge University Press:
- 10 September 2018, pp. 308-319
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ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 2 / May 2018
- Published online by Cambridge University Press:
- 17 January 2018, pp. 841-870
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- May 2018
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RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 2 / May 2015
- Published online by Cambridge University Press:
- 16 December 2014, pp. 421-443
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- May 2015
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Fractional Moments of Solutions to Stochastic Recurrence Equations
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 969-982
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- December 2013
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A laplace transform representation in a class of renewal queueing and risk processes
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- Journal:
- Journal of Applied Probability / Volume 36 / Issue 2 / June 1999
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- 14 July 2016, pp. 570-584
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- June 1999
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The waiting-time process of a queueing system with gamma-type input and blocking
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- Journal:
- Journal of Applied Probability / Volume 23 / Issue 1 / March 1986
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- 14 July 2016, pp. 166-174
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- March 1986
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A simple construction of an upper bound for the mean of the maximum of n identically distributed random variables
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- Journal:
- Journal of Applied Probability / Volume 22 / Issue 4 / December 1985
- Published online by Cambridge University Press:
- 14 July 2016, pp. 844-851
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- December 1985
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