A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2008.08.015
@@ Property / DOI: 10.1016/j.spl.2008.08.015 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2008.08.015
+Normal rank
@@ Property / OpenAlex ID @@
+W2068143889
@@ Property / OpenAlex ID: W2068143889 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4379506
@@ Property / cites work: Q4379506 / rank @@
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
+Normal rank
@@ Property / cites work @@
+“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007
+Normal rank
@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
+Normal rank
@@ Property / cites work @@
+On the Distribution of the Deficit at Ruin when Claims are Phase-type
+Normal rank
@@ Property / cites work @@
+Q3241504
@@ Property / cites work: Q3241504 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+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
@@ Property / cites work @@
+“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007
+Normal rank
@@ Property / cites work @@
+On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
+Normal rank
@@ Property / cites work @@
+On a general class of renewal risk process: analysis of the Gerber-Shiu function
+Normal rank
@@ Property / cites work @@
+Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model
+Normal rank
@@ Property / cites work @@
+The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in the renewal risk model with general interclaim times
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2008.08.015
@@ Property / DOI: 10.1016/J.SPL.2008.08.015 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1003786