Pages that link to "Item:Q3569711"
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The following pages link to Some Remarks on Delayed Renewal Risk Models (Q3569711):
Displaying 13 items.
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- On the analysis of ruin-related quantities in the delayed renewal risk model (Q903333) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
- Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
