On a class of renewal risk model with random income (Q5391280): Difference between revisions

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+https://doi.org/10.1002/asmb.752
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+W4233224594
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+The Time Value of Ruin in a Sparre Andersen Model
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+On ruin for the Erlang \((n)\) risk process
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+On the Time Value of Ruin
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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 penalty function in the renewal risk model with general interclaim times
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+On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
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+The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
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+The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
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+A note on a class of delayed renewal risk processes
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+Risk process with random income
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+The expected discounted penalty at ruin in the risk process with random income
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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 class of discrete time renewal risk models
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+Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
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