The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010): Difference between revisions

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+https://doi.org/10.1016/j.cam.2009.01.002
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+W2168337939
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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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+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
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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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+Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
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+Ruin probabilities for Erlang (2) risk processes
@@ Property / cites work: Ruin probabilities for Erlang (2) risk processes / rank @@
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+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
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+On a correlated aggregate claims model with Poisson and Erlang risk processes.
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+Single-server queue with Markov-dependent inter-arrival and service times
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+On the discounted penalty function in a Markov-dependent risk model
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+Q5331504
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