The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292): Difference between revisions

@@ Property / DOI @@
-.1016/j.amc.2011.05.028
@@ Property / DOI: 10.1016/j.amc.2011.05.028 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / zbMATH DE Number @@
+6045131
@@ Property / zbMATH DE Number: 6045131 / rank @@
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@@ Property / zbMATH Keywords @@
+defective renewal equation
@@ Property / zbMATH Keywords: defective renewal equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Erlang \((n, \beta )\) annuity-related income distribution
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@@ Property / zbMATH Keywords @@
+expected discounted penalty function
@@ Property / zbMATH Keywords: expected discounted penalty function / rank @@
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@@ Property / zbMATH Keywords @@
+probability of ruin
@@ Property / zbMATH Keywords: probability of ruin / rank @@
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@@ Property / zbMATH Keywords @@
+Laplace transform of the time to ruin
@@ Property / zbMATH Keywords: Laplace transform of the time to ruin / rank @@
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@@ Property / zbMATH Keywords @@
+two-sided jumps
@@ Property / zbMATH Keywords: two-sided jumps / rank @@
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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2011.05.028
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@@ Property / OpenAlex ID @@
+W2014726807
@@ Property / OpenAlex ID: W2014726807 / rank @@
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@@ Property / cites work @@
+Q3661894
@@ Property / cites work: Q3661894 / rank @@
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@@ Property / cites work @@
+A Direct Approach to the Discounted Penalty Function
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@@ Property / cites work @@
+A note on scale functions and the time value of ruin for Lévy insurance risk processes
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@@ Property / cites work @@
+On a generalization of the Gerber-Shiu function to path-dependent penalties
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@@ Property / cites work @@
+Q4442928
@@ Property / cites work: Q4442928 / rank @@
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@@ Property / cites work @@
+A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
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@@ Property / cites work @@
+Q4281351
@@ Property / cites work: Q4281351 / rank @@
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@@ Property / cites work @@
+Stochastic Life Annuities
@@ Property / cites work: Stochastic Life Annuities / rank @@
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@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Matrix Analysis
@@ Property / cites work: Matrix Analysis / rank @@
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@@ Property / cites work @@
+Q4303969
@@ Property / cites work: Q4303969 / rank @@
+Normal rank
@@ Property / cites work @@
+Moments for first-passage and last-exit times, the minimum, and related quantities for random walks with positive drift
+Normal rank
@@ Property / cites work @@
+The expected discounted penalty function under a risk model with stochastic income
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@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
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@@ Property / cites work @@
+Analysis of a defective renewal equation arising in ruin theory
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@@ Property / cites work @@
+Q4435489
@@ Property / cites work: Q4435489 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk process with random income
@@ Property / cites work: Risk process with random income / rank @@
+Normal rank
@@ Property / cites work @@
+On the Continuous Dependence of the Roots of a Polynomial on its Coefficients
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@@ Property / cites work @@
+Lundberg inequalities for renewal equations
@@ Property / cites work: Lundberg inequalities for renewal equations / rank @@
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in the renewal risk model with general interclaim times
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@@ Property / DOI @@
+.1016/J.AMC.2011.05.028
@@ Property / DOI: 10.1016/J.AMC.2011.05.028 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:426292