The time to ruin and the number of claims until ruin for phase-type claims (Q2444703): Difference between revisions

@@ Property / author @@
-Susan M. Pitts
@@ Property / author: Susan M. Pitts / rank @@
-Normal rank
@@ Property / author @@
-Konstadinos Politis
@@ Property / author: Konstadinos Politis / rank @@
-Normal rank
@@ Property / author @@
+Susan M. Pitts
@@ Property / author: Susan M. Pitts / rank @@
+Normal rank
@@ Property / author @@
+Konstadinos Politis
@@ Property / author: Konstadinos Politis / rank @@
+Normal rank
@@ 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.2012.02.013
+Normal rank
@@ Property / OpenAlex ID @@
+W2054958782
@@ Property / OpenAlex ID: W2054958782 / 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 @@
+Computational methods in risk theory: a matrix-algorithmic approach
+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 the ruin time distribution for a Sparre Andersen process with exponential claim sizes
+Normal rank
@@ Property / cites work @@
+Finite time ruin problems for the Erlang\((2)\) risk model
+Normal rank
@@ Property / cites work @@
+On the Distribution of the Deficit at Ruin when Claims are Phase-type
+Normal rank
@@ Property / cites work @@
+How many claims does it take to get ruined and recovered?
+Normal rank
@@ Property / cites work @@
+Q5538132
@@ Property / cites work: Q5538132 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Upper bounds on the expected time to ruin and on the expected recovery time
+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 @@
+Loss Models
@@ Property / cites work: Loss Models / rank @@
+Normal rank
@@ Property / cites work @@
+Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
+Normal rank
@@ Property / cites work @@
+On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
+Normal rank
@@ Property / cites work @@
+New results on the single server queue with a batch markovian arrival process
+Normal rank
@@ Property / cites work @@
+Q3923308
@@ Property / cites work: Q3923308 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov-modulated queueing systems
@@ Property / cites work: Markov-modulated queueing systems / rank @@
+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 @@
+Markov-modulated PH/G/1 queueing systems
@@ Property / cites work: Markov-modulated PH/G/1 queueing systems / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2444703