Gerber-Shiu analysis of a risk model with capital injections (Q2356638): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5558293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the discounted penalty function in a Markov-dependent risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Class of Renewal Risk Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3158278 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite time ruin problems for the Erlang\((2)\) risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Density and Moments of the Time of Ruin with Exponential Claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5827353 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Time Value of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3084090 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4320535 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The finite time ruin probability in a risk model with capital injections / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Ruin Problem of Collective Risk Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4167462 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a partial integrodifferential equation of Seal's type / rank
 
Normal rank

Latest revision as of 21:49, 13 July 2024

scientific article
Language Label Description Also known as
English
Gerber-Shiu analysis of a risk model with capital injections
scientific article

    Statements

    Gerber-Shiu analysis of a risk model with capital injections (English)
    0 references
    0 references
    0 references
    6 June 2017
    0 references
    capital injections
    0 references
    Gerber-Shiu function
    0 references
    ruin probability
    0 references
    finite time ruin
    0 references
    number of claims until ruin
    0 references
    exponential claims
    0 references

    Identifiers