Pages that link to "Item:Q659191"
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The following pages link to A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191):
Displayed 22 items.
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- A note on a discrete time MAP risk model (Q313585) (← links)
- A make-to-stock production/inventory model with MAP arrivals and phase-type demands (Q333095) (← links)
- On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
- Total duration of negative surplus for an MAP risk model (Q530736) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- On a risk model with Markovian arrivals and tax (Q1931147) (← links)
- Analysis of an aggregate loss model in a Markov renewal regime (Q2242094) (← links)
- A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
- On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
- Maximum surplus and \(R_n\) class of distributions with an application to dividends (Q2293611) (← links)
- A note on a generalized discounted penalty function in a Sparre Andersen risk model perturbed by diffusion (Q2319082) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
- A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
- Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (Q5012199) (← links)
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)