On the discounted penalty function in a Markov-dependent risk model (Q817299): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2005.06.007
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+W2168342347
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+Single-server queue with Markov-dependent inter-arrival and service times
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+A ruin model with dependence between claim sizes and claim intervals
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
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+Risk processes analyzed as fluid queues
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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 queue <i>GI/M/s</i> with customers of different types or the queue <i>GI/H<sub>m</sub>/s</i>
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+On the distribution of the surplus prior to ruin
@@ Property / cites work: On the distribution of the surplus prior to ruin / 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.
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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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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+Martingales and the distribution of the time to ruin.
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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 general class of renewal risk process: analysis of the Gerber-Shiu function
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+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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+Q5331504
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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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