A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.07.009 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1996097088 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Erlangian Approximations for Finite-Horizon Ruin Probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk processes analyzed as fluid queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a generalization of the Gerber-Shiu function to path-dependent penalties / rank
 
Normal rank
Property / cites work
 
Property / cites work: A quintuple law for Markov additive processes with phase-type jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5609896 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perturbed MAP Risk Models with Dividend Barrier Strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier / rank
 
Normal rank
Property / cites work
 
Property / cites work: The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Time Value of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Matrix Analytic Methods in Stochastic Modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a general class of renewal risk process: analysis of the Gerber-Shiu function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of a defective renewal equation arising in ruin theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4692768 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Passage times in fluid models with application to risk processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model / rank
 
Normal rank

Latest revision as of 21:11, 4 July 2024

scientific article
Language Label Description Also known as
English
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
scientific article

    Statements

    A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (English)
    0 references
    0 references
    0 references
    10 February 2012
    0 references
    generalized penalty function
    0 references
    maximum surplus level before ruin
    0 references
    Markovian arrival process
    0 references
    discounted joint distribution
    0 references
    0 references
    0 references

    Identifiers