Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615): Difference between revisions

@@ Property / author @@
-Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
-Normal rank
@@ Property / author @@
+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2093228045
@@ Property / OpenAlex ID: W2093228045 / rank @@
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: Dividends
+Normal rank
@@ Property / cites work @@
+Erlangian Approximations for Finite-Horizon Ruin Probabilities
+Normal rank
@@ Property / cites work @@
+Dependent Risk Models with Bivariate Phase-Type Distributions
+Normal rank
@@ Property / cites work @@
+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
+Normal rank
@@ Property / cites work @@
+Recursive calculation of finite-time ruin probabilities
+Normal rank
@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
+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 a generalization of the expected discounted penalty function in a discrete-time insurance risk model
+Normal rank
@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+Normal rank
@@ Property / cites work @@
+On a general class of renewal risk process: analysis of the Gerber-Shiu function
+Normal rank
@@ Property / cites work @@
+The Erlangization method for Markovian fluid flows
+Normal rank
@@ Property / cites work @@
+Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
+Normal rank
@@ Property / cites work @@
+Erlangian approximation to finite time ruin probabilities in perturbed risk models
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in the renewal risk model with general interclaim times
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2868615