On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123): Difference between revisions

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+W2528486389
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+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
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+A Risk Model with Multilayer Dividend Strategy
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+On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
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+Occupation Times for Markov-Modulated Brownian Motion
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+On the distribution of the duration of negative surplus
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+How long is the surplus below zero?
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+On the probability of ruin in the presence of a linear dividend barrier
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+When does the surplus reach a given target?
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+The Time Value of Ruin in a Sparre Andersen Model
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+The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Occupation times in the MAP risk model
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+On a class of renewal risk models with a constant dividend barrier
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+The distribution of total dividend payments in a Sparre Andersen model
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+On pre-exit joint occupation times for spectrally negative Lévy processes
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+The Joint Laplace Transforms for Diffusion Occupation Times
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+The compound Poisson risk model with a threshold dividend strategy
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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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+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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+Passage times in fluid models with application to risk processes
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+DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS
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+The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
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+Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk model with Erlang(\(n\)) claims
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+On a Classical Risk Model with a Constant Dividend Barrier
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