Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process (Q5715901): Difference between revisions

@@ Property / author @@
-Ye Bin Cheng
@@ Property / author: Ye Bin Cheng / rank @@
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@@ Property / author @@
-Qi-he Tang
@@ Property / author: Qi-he Tang / rank @@
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@@ Property / author @@
+Ye Bin Cheng
@@ Property / author: Ye Bin Cheng / rank @@
+Normal rank
@@ Property / author @@
+Qi-he Tang
@@ Property / author: Qi-he Tang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/10920277.2003.10596073
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@@ Property / OpenAlex ID @@
+W2116916808
@@ Property / OpenAlex ID: W2116916808 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations for moments of deficit at ruin with exponential and subexponential claims.
+Normal rank
@@ Property / cites work @@
+Convolution tails, product tails and domains of attraction
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@@ Property / cites work @@
+On a Class of Renewal Risk Processes
@@ Property / cites work: On a Class of Renewal Risk Processes / rank @@
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@@ Property / cites work @@
+Ruin Problems for Phase-Type(2) Risk Processes
@@ Property / cites work: Ruin Problems for Phase-Type(2) Risk Processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponential distributions and characterizations of related classes
+Normal rank
@@ Property / cites work @@
+Analysis of a defective renewal equation arising in ruin theory
+Normal rank
@@ Property / cites work @@
+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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@@ Property / cites work @@
+The class of subexponential distributions
@@ Property / cites work: The class of subexponential distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of Wiener-Hopf factors of a random walk
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@@ Property / cites work @@
+A laplace transform representation in a class of renewal queueing and risk processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:5715901