Parisian ruin for the dual risk process in discrete-time (Q1616054): Difference between revisions

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+.06785
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+On the dual risk model with tax payments
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+Applied Probability and Queues
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+Optimal dividends in the dual model
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+On dividends in the phase–type dual risk model
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Discounted probabilities and ruin theory in the compound binomial model
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+Brownian Excursions and Parisian Barrier Options
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+Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
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+Ruin Probabilities in the Compound Markov Binomial Model
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+Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Discrete time ruin probability with Parisian delay
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+On finite-time ruin probabilities for classical risk models
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+The finite-time ruin probability under the compound binomial risk model
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+A review of discrete-time risk models
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+Parisian ruin probability for spectrally negative Lévy processes
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+Representation of a time-discrete probability of eventual ruin
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+On a dual model with a dividend threshold
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+The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
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+Ruin probabilities in the compound binomial model
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+On the discounted penalty function in a discrete time renewal risk model with general interclaim times
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+Some results on the compound Markov binomial model
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+Publication:1616054