Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Susan M. Pitts / rank
Normal rank
 
Property / author
 
Property / author: Susan M. Pitts / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1992308460 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4379506 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5628553 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Distribution of the Deficit at Ruin when Claims are Phase-type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting combinations of exponentials to probability distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039882 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Time Value of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic models as functionals: some remarks on the renewal case / rank
 
Normal rank
Property / cites work
 
Property / cites work: A functional approach to the stationary waiting time and idle period distributions of the \(GI/G/1\) queue / rank
 
Normal rank
Property / cites work
 
Property / cites work: On ruin for the Erlang \((n)\) risk process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of a defective renewal equation arising in ruin theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: The moments of the time of ruin, the surplus before ruin, and the deficit at ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: A functional approach to approximations for the observed open times in single ion channel models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4494266 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Functional Approach to Approximations for the Individual Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations for solutions of renewal-type equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lundberg approximations for compound distributions with insurance applications / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:36, 26 June 2024

scientific article
Language Label Description Also known as
English
Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model
scientific article

    Statements

    Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (English)
    0 references
    0 references
    0 references
    3 September 2007
    0 references
    time of ruin
    0 references
    deficit at ruin
    0 references
    surplus prior to ruin
    0 references
    defective renewal equation
    0 references
    functional approach
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references