Duality in ruin problems for ordered risk models (Q1697212): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2017.11.005
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+W2557249787
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+Dividend problems in the dual risk model
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+On the dual risk model with tax payments
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+Optimal dividends in the dual model
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+Upper bounds on the expected time to ruin and on the expected recovery time
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+Ruin probabilities for risk models with ordered claim arrivals
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+A link between wave governed random motions and ruin processes
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+HITTING AND RUIN PROBABILITIES FOR COMPOUND POISSON PROCESSES AND THE CYCLE MAXIMUM OF THE M/G/1 QUEUE
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+The order-statistic claim process with dependent claim frequencies and severities
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+DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS
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+UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
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+The ruin time under the Sparre Andersen dual model
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+Ruin Probabilities of a Dual Markov-Modulated Risk Model
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