On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775): Difference between revisions

@@ Property / OpenAlex ID @@
+W2142777551
@@ Property / OpenAlex ID: W2142777551 / rank @@
+Normal rank
@@ Property / cites work @@
+On the dual risk model with tax payments
@@ Property / cites work: On the dual risk model with tax payments / rank @@
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: Dividends
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
+Normal rank
@@ Property / cites work @@
+The optimal dividend barrier in the gamma-omega model
+Normal rank
@@ Property / cites work @@
+Exit identities for Lévy processes observed at Poisson arrival times
+Normal rank
@@ Property / cites work @@
+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
+Normal rank
@@ 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 @@
+Optimal dividends in the dual model
@@ Property / cites work: Optimal dividends in the dual model / 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 @@
+On the time value of absolute ruin with debit interest
+Normal rank
@@ Property / cites work @@
+On the expectation of total discounted operating costs up to default and its applications
+Normal rank
@@ Property / cites work @@
+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
+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 @@
+Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
+Normal rank
@@ Property / cites work @@
+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
+Normal rank
@@ Property / cites work @@
+Parisian ruin probability with a lower ultimate bankrupt barrier
+Normal rank
@@ Property / cites work @@
+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
+Normal rank
@@ Property / cites work @@
+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
+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 @@
+The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
+Normal rank
@@ Property / cites work @@
+Finite time ruin problems for the Erlang\((2)\) risk model
+Normal rank
@@ Property / cites work @@
+The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model
+Normal rank
@@ Property / cites work @@
+The Density of the Time to Ruin in the Classical Poisson Risk Model
+Normal rank
@@ Property / cites work @@
+On the Density and Moments of the Time of Ruin with Exponential Claims
+Normal rank
@@ Property / cites work @@
+How long is the surplus below zero?
@@ Property / cites work: How long is the surplus below zero? / rank @@
+Normal rank
@@ Property / cites work @@
+When does the surplus reach a given target?
@@ Property / cites work: When does the surplus reach a given target? / 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 @@
+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 @@
+The Omega model: from bankruptcy to occupation times in the red
+Normal rank
@@ Property / cites work @@
+Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
+Normal rank
@@ Property / cites work @@
+An insurance risk model with Parisian implementation delays
+Normal rank
@@ Property / cites work @@
+The Joint Laplace Transforms for Diffusion Occupation Times
+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 @@
+Parisian ruin probability for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+A link between wave governed random motions and ruin processes
+Normal rank
@@ Property / cites work @@
+Q4371204
@@ Property / cites work: Q4371204 / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian excursions and Parisian barrier options: a note
+Normal rank
@@ Property / cites work @@
+Q5592832
@@ Property / cites work: Q5592832 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5583504
@@ Property / cites work: Q5583504 / 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 @@
+Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
+Normal rank