Affine Storage and Insurance Risk Models (Q5026437): Difference between revisions

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+https://doi.org/10.1287/moor.2020.1097
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+W3126677802
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@@ Property / cites work @@
+A Unified Framework for Numerically Inverting Laplace Transforms
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+On a gamma series expansion for the time-dependent probability of collective ruin
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+Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums
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+Applied Probability and Queues
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+Ruin probabilities expressed in terms of storage processes
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+Queues and Risk Processes with Dependencies
@@ Property / cites work: Queues and Risk Processes with Dependencies / rank @@
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+Queues and Risk Models with Simultaneous Arrivals
@@ Property / cites work: Queues and Risk Models with Simultaneous Arrivals / rank @@
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+Queues with workload-dependent arrival and service rates
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+The Workload in the M/G/1 Queue with Work Removal
@@ Property / cites work: The Workload in the M/G/1 Queue with Work Removal / rank @@
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+On two classes of reflected autoregressive processes
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+On a class of reflected AR(1) processes
@@ Property / cites work: On a class of reflected AR(1) processes / rank @@
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+Level Crossings in Point Processes Applied to Queues: Single-Server Case
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+Storage processes with general release rule and additive inputs
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+Martingales and insurance risk
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+Q3680030
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+Queues and Lévy fluctuation theory
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+A remark on the moments of ruin time in classical risk theory
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+NUMERICAL TRANSFORM INVERSION USING GAUSSIAN QUADRATURE
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+Ruin probabilities and investment under interest force in the presence of regularly varying tails
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+SOME PROBLEMS IN THE THEORY OF PROVISIONING AND OF DAMS
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+Q5725179
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+A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market
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+Ruin problems with compounding assets
@@ Property / cites work: Ruin problems with compounding assets / rank @@
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+Exit times for a class of piecewise exponential Markov processes with two-sided jumps
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+Q5729630
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+Gerber-Shiu risk theory
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+Q5833451
@@ Property / cites work: Q5833451 / rank @@
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+Ruin models with investment income
@@ Property / cites work: Ruin models with investment income / rank @@
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+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
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+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
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+Q4851818
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+Distributions for the risk process with a stochastic return on investments.
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+The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force
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