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

@@ 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.insmatheco.2009.07.009
+Normal rank
@@ Property / OpenAlex ID @@
+W1996097088
@@ Property / OpenAlex ID: W1996097088 / rank @@
+Normal rank
@@ Property / cites work @@
+On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
+Normal rank
@@ Property / cites work @@
+Erlangian Approximations for Finite-Horizon Ruin Probabilities
+Normal rank
@@ Property / cites work @@
+Risk processes analyzed as fluid queues
@@ Property / cites work: Risk processes analyzed as fluid queues / rank @@
+Normal rank
@@ Property / cites work @@
+On a generalization of the Gerber-Shiu function to path-dependent penalties
+Normal rank
@@ Property / cites work @@
+A quintuple law for Markov additive processes with phase-type jumps
+Normal rank
@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
+Normal rank
@@ Property / cites work @@
+Perturbed MAP Risk Models with Dividend Barrier Strategies
+Normal rank
@@ Property / cites work @@
+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
+Normal rank
@@ Property / cites work @@
+A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
+Normal rank
@@ Property / cites work @@
+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
+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 Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model
+Normal rank
@@ Property / cites work @@
+Introduction to Matrix Analytic Methods in Stochastic Modeling
+Normal rank
@@ Property / cites work @@
+The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
+Normal rank
@@ Property / cites work @@
+On a general class of renewal risk process: analysis of the Gerber-Shiu function
+Normal rank
@@ Property / cites work @@
+Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
+Normal rank
@@ Property / cites work @@
+The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
+Normal rank
@@ Property / cites work @@
+Analysis of a defective renewal equation arising in ruin theory
+Normal rank
@@ Property / cites work @@
+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
+Normal rank
@@ Property / cites work @@
+The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
+Normal rank
@@ Property / cites work @@
+Q4692768
@@ Property / cites work: Q4692768 / rank @@
+Normal rank
@@ Property / cites work @@
+Passage times in fluid models with application to risk processes
+Normal rank
@@ Property / cites work @@
+The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:659191