94 results on '"Landriault, David"'
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52. A general recursive formula for the discrete stable and Linnik distributions and a family of extensions
53. A note on order statistics in the mixed Erlang case
54. A unified approach for drawdown (drawup) of time-homogeneous Markov processes
55. Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application
56. A Note on the Convexity of Ruin Probabilities
57. Analysis of IBNR claims in renewal insurance models
58. Drawdown analysis for the renewal insurance risk process
59. Ruin Theory
60. Analysis of IBNR claims in renewal insurance models.
61. Drawdown analysis for the renewal insurance risk process.
62. First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications
63. A note on deficit analysis in dependency models involving Coxian claim amounts
64. An Insurance Risk Model with Parisian Implementation Delays
65. DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS
66. Moment-Based Approximation with Mixed Erlang Distributions.
67. On a Generalization of the Risk Model with Markovian Claim Arrivals
68. A Direct Approach to a First-Passage Problem with Applications in Risk Theory
69. Insurance Risk Models with Parisian Implementation Delays
70. On a Risk Model with Surplus-dependent Premium and Tax Rates
71. Gerber–Shiu analysis with a generalized penalty function
72. On orderings and bounds in a generalized Sparre Andersen risk model
73. Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model
74. On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model
75. Author’s Reply: On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model - Discussion by David C. M. Dickson; Jae-Kyung Woo; Hans U. Gerber; Elias S. W. Shiu
76. A general recursive formula for the discrete stable and Linnik distributions and a family of extensions
77. On a generalization of the expected discounted penalty function in a discrete-time insurance risk model
78. Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model
79. Analysis of a threshold dividend strategy for a MAP risk model
80. On the analysis of a multi-threshold Markovian risk model
81. On a risk model with dependence between interclaim arrivals and claim sizes
82. THE APPLICATION OF BLENDED WASTE ROCK AND TAILINGS FOR COVER SYSTEMS IN MINEWASTE MANAGEMENT
83. The Application of ‘Paste Rock’ for Cover Systems in Mine Waste Management
84. They Said “It Will Never Work” – 25 Years of Paste Backfill 1981 – 2006
85. Ruin Probabilities in the Compound Markov Binomial Model
86. A note on deficit analysis in dependency models involving Coxian claim amounts.
87. First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications.
88. DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS.
89. On orderings and bounds in a generalized Sparre Andersen risk model.
90. Randomized dividends in the compound binomial model with a general premium rate.
91. An Insurance Risk Model with Parisian Implementation Delays
92. Occupation times of spectrally negative Lévy processes with applications
93. An Insurance Risk Model with Parisian Implementation Delays
94. Occupation times of spectrally negative Lévy processes with applications
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