The Time Value of Ruin in a Sparre Andersen Model (Q5716025): Difference between revisions

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+https://doi.org/10.1080/10920277.2005.10596197
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+W2313961709
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+Q3773148
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+Q5549343
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+Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
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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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+On a Class of Renewal Risk Processes
@@ Property / cites work: On a Class of Renewal Risk Processes / rank @@
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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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+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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+The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
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+Rational ruin problems - a note for the teacher
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+Q3241504
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / 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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+Q4057549
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+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
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+On a class of renewal risk models with a constant dividend barrier
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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 discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
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+Q4304296
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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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+On the discounted distribution functions for the Erlang(2) risk process
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+A laplace transform representation in a class of renewal queueing and risk processes
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+A note on a class of delayed renewal risk processes
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+The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
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+Publication:5716025