On a compound Poisson risk model with delayed claims and random incomes (Q555453): Difference between revisions

@@ Property / author @@
-Yuan-yuan Hao
@@ Property / author: Yuan-yuan Hao / rank @@
-Normal rank
@@ Property / author @@
+Yuan-yuan Hao
@@ Property / author: Yuan-yuan Hao / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K10
@@ Property / Mathematics Subject Classification ID: 60K10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5931372
@@ Property / zbMATH DE Number: 5931372 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+compound Poisson risk model
@@ Property / zbMATH Keywords: compound Poisson risk model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Gerber-Shiu penalty function
@@ Property / zbMATH Keywords: Gerber-Shiu penalty function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Laplace transform
@@ Property / zbMATH Keywords: Laplace transform / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+delayed claim
@@ Property / zbMATH Keywords: delayed claim / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2011.05.016
+Normal rank
@@ Property / OpenAlex ID @@
+W1993572888
@@ Property / OpenAlex ID: W1993572888 / rank @@
+Normal rank
@@ Property / cites work @@
+The expected discounted penalty at ruin in the risk process with random income
+Normal rank
@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+On the modification of Rouche's theorem for the queueing theory problems
+Normal rank
@@ Property / cites work @@
+The expected discounted penalty function under a risk model with stochastic income
+Normal rank
@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of a defective renewal equation arising in ruin theory
+Normal rank
@@ Property / cites work @@
+Ruin probabilities allowing for delay in claims settlement
+Normal rank
@@ Property / cites work @@
+The compound binomial risk model with time-correlated claims
+Normal rank
@@ Property / cites work @@
+Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
+Normal rank
@@ Property / cites work @@
+On a class of renewal risk model with random income
+Normal rank
@@ Property / cites work @@
+A ruin model with random income and dependence between claim sizes and claim intervals
+Normal rank
@@ Property / cites work @@
+Ruin probabilities for time-correlated claims in the compound binomial model.
+Normal rank
@@ Property / cites work @@
+On Ultimate Ruin in a Delayed-Claims Risk Model
@@ Property / cites work: On Ultimate Ruin in a Delayed-Claims Risk Model / rank @@
+Normal rank
@@ Property / cites work @@
+On a risk model with stochastic premiums income and dependence between income and loss
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function for the compound Poisson risk model with delayed claims
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:555453