The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238): Difference between revisions

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-Chun-sheng Zhang
@@ Property / author: Chun-sheng Zhang / rank @@
-Normal rank
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+Chun-sheng Zhang
@@ Property / author: Chun-sheng Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2009.11.004
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@@ Property / OpenAlex ID @@
+W1964170726
@@ Property / OpenAlex ID: W1964170726 / rank @@
+Normal rank
@@ Property / cites work @@
+On a correlated aggregate claims model with Poisson and Erlang risk processes.
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+Aggregate survival probability of a portfolio with dependent subportfolios.
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+Ruin Probabilities for Two Classes of Risk Processes
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+On the expected discounted penalty functions for two classes of risk processes
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@@ Property / cites work @@
+The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims
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@@ Property / cites work @@
+Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims
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+Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
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+On the discounted penalty function in a Markov-dependent risk model
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+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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+The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
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+The distribution of total dividend payments in a Sparre Andersen model
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+The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
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+“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007
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+The queue <i>GI/M/s</i> with customers of different types or the queue <i>GI/H<sub>m</sub>/s</i>
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+Single-server queue with Markov-dependent inter-arrival and service times
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+The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
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+Q4230625
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+On the time to ruin for Erlang(2) risk processes.
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+On a class of renewal risk models with a constant dividend barrier
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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 @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:847238