A ruin model with random income and dependence between claim sizes and claim intervals (Q601953): Difference between revisions

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+https://doi.org/10.1007/s10255-010-0028-8
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+W2053450611
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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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+Q4379506
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+The expected discounted penalty at ruin in the risk process with random income
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+A note on the compound binomial model with randomized dividend strategy
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+The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+Constant dividend barrier in a risk model with interclaim-dependent claim sizes
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+Asymptotic ruin probabilities for risk processes with dependent increments.
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+Large deviations for the time of ruin
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+Risk process with random income
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+On the first time of ruin in the bivariate compound Poisson model
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