Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246): Difference between revisions

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+An algebraic operator approach to the analysis of Gerber-Shiu functions
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
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+Normal rank
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+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
+Normal rank
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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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+On the Gerber-Shiu function and change of measure
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+Normal rank
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+Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
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