Number of claims and ruin time for a refracted risk process (Q2001259): Difference between revisions

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+Analysis of a threshold dividend strategy for a MAP risk model
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+The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
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+On the time to ruin for Erlang(2) risk processes.
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+Normal rank
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+The Density of the Time to Ruin in the Classical Poisson Risk Model
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+The time to ruin and the number of claims until ruin for phase-type claims
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+The perturbed Sparre Andersen model with a threshold dividend strategy
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+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
+Normal rank
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+Refracted Lévy processes
@@ Property / cites work: Refracted Lévy processes / rank @@
+Normal rank
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+Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
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+On a class of renewal risk models with a constant dividend barrier
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+On ruin for the Erlang \((n)\) risk process
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+Normal rank
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+The distribution of total dividend payments in a Sparre Andersen model
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+On the time and the number of claims when the surplus drops below a certain level
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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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+The Markovian regime-switching risk model with a threshold dividend strategy
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+The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
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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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+Ruin theory for a Markov regime-switching model under a threshold dividend strategy
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