On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion (Q318682): Difference between revisions

@@ Property / author @@
-Chao-Lin Liu
@@ Property / author: Chao-Lin Liu / rank @@
-Normal rank
@@ Property / author @@
-Zhimin Zhang
@@ Property / author: Zhimin Zhang / rank @@
-Normal rank
@@ Property / author @@
+Zhimin Zhang
@@ Property / author: Zhimin Zhang / rank @@
+Normal rank
@@ Property / author @@
+Chao-Lin Liu
@@ Property / author: Chao-Lin Liu / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A10
@@ Property / Mathematics Subject Classification ID: 44A10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6632987
@@ Property / zbMATH DE Number: 6632987 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+generalized Gerber-Shiu function
@@ Property / zbMATH Keywords: generalized Gerber-Shiu function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+integral equations
@@ Property / zbMATH Keywords: integral equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Laplace transform
@@ Property / zbMATH Keywords: Laplace transform / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+combination of exponentials
@@ Property / zbMATH Keywords: combination of exponentials / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q59436109
@@ Property / Wikidata QID: Q59436109 / 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/10.1186/s13662-015-0378-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2149455016
@@ Property / OpenAlex ID: W2149455016 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5637709
@@ Property / cites work: Q5637709 / rank @@
+Normal rank
@@ Property / cites work @@
+A generalized defective renewal equation for the surplus process perturbed by diffusion.
+Normal rank
@@ Property / cites work @@
+The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
+Normal rank
@@ Property / cites work @@
+On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
+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 the expectation of total discounted operating costs up to default and its applications
+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 @@
+On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+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 discounted penalty at ruin in a jump-diffusion and the perpetual put option
+Normal rank
@@ Property / cites work @@
+Fitting combinations of exponentials to probability distributions
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:318682