On the expected discounted penalty functions for two classes of risk processes (Q2485543): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2004.12.002
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+W2026970197
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+Q3026011
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+Risk theory in a Markovian environment
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+Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
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+The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
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+Ruin probabilities for Erlang (2) risk processes
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+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
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+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
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+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
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+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
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+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
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+On ruin for the Erlang \((n)\) risk process
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+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
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+On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes.
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+On a correlated aggregate claims model with Poisson and Erlang risk processes.
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