Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier (Q893334): Difference between revisions

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+Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims
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+Discounted probabilities and ruin theory in the compound binomial model
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+Q2801354
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+Q3158278
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+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
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+Methods for estimating the optimal dividend barrier and the probability of ruin
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+On a class of discrete time renewal risk models
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+Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
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+A review of discrete-time risk models
@@ Property / cites work: A review of discrete-time risk models / rank @@
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+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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+The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
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+The compound binomial model with a constant dividend barrier and periodically paid dividends
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