Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591): Difference between revisions

@@ Property / cites work @@
+Exponential Behavior in the Presence of Dependence in Risk Theory
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+On the expectation of total discounted operating costs up to default and its applications
+Normal rank
@@ Property / cites work @@
+“Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
+Normal rank
@@ Property / cites work @@
+A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
+Normal rank
@@ Property / cites work @@
+A unifying approach to the analysis of business with random gains
+Normal rank
@@ Property / cites work @@
+A unified analysis of claim costs up to ruin in a Markovian arrival risk model
+Normal rank
@@ Property / cites work @@
+Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model
+Normal rank
@@ Property / cites work @@
+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
+Normal rank
@@ Property / cites work @@
+The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
+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 Distribution of the Deficit at Ruin when Claims are Phase-type
+Normal rank
@@ Property / cites work @@
+Fitting combinations of exponentials to probability distributions
+Normal rank
@@ Property / cites work @@
+On the total operating costs up to default in a renewal risk model
+Normal rank
@@ Property / cites work @@
+Q2801426
@@ Property / cites work: Q2801426 / rank @@
+Normal rank
@@ Property / cites work @@
+The time to ruin and the number of claims until ruin for phase-type claims
+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 @@
+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / 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 @@
+Moments of compound renewal sums with discounted claims
+Normal rank
@@ Property / cites work @@
+Recursive Moments of Compound Renewal Sums with Discounted Claims
+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 @@
+Q4371204
@@ Property / cites work: Q4371204 / rank @@
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in the renewal risk model with general interclaim times
+Normal rank
@@ Property / cites work @@
+On the analysis of a general class of dependent risk processes
+Normal rank
@@ Property / cites work @@
+Some Remarks on Delayed Renewal Risk Models
@@ Property / cites work: Some Remarks on Delayed Renewal Risk Models / rank @@
+Normal rank