Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068): Difference between revisions

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-Zvetan G. Ignatov
@@ Property / author: Zvetan G. Ignatov / rank @@
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+Zvetan G. Ignatov
@@ Property / author: Zvetan G. Ignatov / rank @@
+Normal rank
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+MaRDI publication profile
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+W1981197309
@@ Property / OpenAlex ID: W1981197309 / rank @@
+Normal rank
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+On the discounted penalty function in a Markov-dependent risk model
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+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
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+Approximating the first crossing-time density for a curved boundary
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+On a Class of Renewal Risk Processes
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+Ruin probabilities for Erlang (2) risk processes
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+On the time to ruin for Erlang(2) risk processes.
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+The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
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+Asymptotic ruin probabilities and optimal investment
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+On ruin for the Erlang \((n)\) risk process
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+Ruin probability with claims modeled by a stationary ergodic stable process.
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