On the expected discounted penalty function in a delayed-claims risk model (Q511156): Difference between revisions

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+Guo-jing Wang
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+MaRDI publication profile
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+https://doi.org/10.1007/s10255-012-0141-y
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+W2048447464
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+A ruin model with dependence between claim sizes and claim intervals
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+On the time to ruin for Erlang(2) risk processes.
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
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+Joint distributions of some actuarial random vectors containing the time of ruin
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+Ruin probabilities for time-correlated claims in the compound binomial model.
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+On Ultimate Ruin in a Delayed-Claims Risk Model
@@ Property / cites work: On Ultimate Ruin in a Delayed-Claims Risk Model / rank @@
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