On the expected discounted penalty function for the compound Poisson risk model with delayed claims (Q629500): Difference between revisions

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+Jie Hua Xie
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+MaRDI publication profile
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+https://doi.org/10.1016/j.cam.2010.10.039
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+W2136547856
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@@ Property / cites work @@
+Q3773148
@@ Property / cites work: Q3773148 / rank @@
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@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
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@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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@@ Property / cites work @@
+Analysis of a defective renewal equation arising in ruin theory
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+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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+On the discounted distribution functions of the surplus process perturbed by diffusion.
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+Ruin probabilities allowing for delay in claims settlement
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+Ruin probabilities for time-correlated claims in the compound binomial model.
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+The compound binomial risk model with time-correlated claims
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+Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
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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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+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
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@@ Property / cites work @@
+On the expected discounted penalty functions for two classes of risk processes
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+The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims
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