A class of delayed renewal risk processes with a threshold dividend strategy (Q966537): Difference between revisions

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+https://doi.org/10.1007/s10255-009-9078-1
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+W1973882795
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+The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
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+On the time to ruin for Erlang(2) risk processes.
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+The perturbed Sparre Andersen model with a threshold dividend strategy
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+On ruin for the Erlang \((n)\) risk process
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+The compound Poisson risk model with a threshold dividend strategy
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+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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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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+Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
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