A unifying approach to the analysis of business with random gains (Q2866303): Difference between revisions

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+On the dual risk model with tax payments
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+Normal rank
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+A ruin model with dependence between claim sizes and claim intervals
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+Lundberg's risk process with tax
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+Optimal Dividends in the Dual Model with Diffusion
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+Optimal dividends in the dual model
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
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+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
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+How long is the surplus below zero?
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+When does the surplus reach a given target?
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+On the Time Value of Ruin
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+The Time Value of Ruin in a Sparre Andersen Model
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+Optimal dividends with incomplete information in the dual model
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+On ruin for the Erlang \((n)\) risk process
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+A link between wave governed random motions and ruin processes
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+On a dual model with a dividend threshold
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+“On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998
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+On the discounted penalty function in a discrete time renewal risk model with general interclaim times
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+Ruin Probabilities of a Dual Markov-Modulated Risk Model
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