The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936): Difference between revisions

@@ Property / author @@
-Qing-bin Meng
@@ Property / author: Qing-bin Meng / rank @@
-Normal rank
@@ Property / author @@
+Qing-bin Meng
@@ Property / author: Qing-bin Meng / 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.amc.2010.01.068
+Normal rank
@@ Property / OpenAlex ID @@
+W2113485710
@@ Property / OpenAlex ID: W2113485710 / rank @@
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function at ruin of a surplus process with interest.
+Normal rank
@@ Property / cites work @@
+On the time value of absolute ruin with debit interest
+Normal rank
@@ Property / cites work @@
+Q3938929
@@ Property / cites work: Q3938929 / rank @@
+Normal rank
@@ Property / cites work @@
+The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
+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 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 @@
+The time to ruin for a class of Markov additive risk process with two-sided jumps
+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 @@
+The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
+Normal rank
@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+Normal rank
@@ Property / cites work @@
+The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
+Normal rank
@@ Property / cites work @@
+The Joint Density of the Surplus Before and After Ruin in 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 @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in the renewal risk model with general interclaim times
+Normal rank