The expected discounted penalty function under a renewal risk model with stochastic income (Q434650): Difference between revisions

@@ Property / author @@
+Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / 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.2011.11.101
+Normal rank
@@ Property / OpenAlex ID @@
+W2107741273
@@ Property / OpenAlex ID: W2107741273 / rank @@
+Normal rank
@@ Property / cites work @@
+The expected discounted penalty at ruin in the risk process with random income
+Normal rank
@@ Property / cites work @@
+The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
+Normal rank
@@ Property / cites work @@
+Q4442928
@@ Property / cites work: Q4442928 / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
+Normal rank
@@ Property / cites work @@
+On a class of stochastic models with two-sided jumps
+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 @@
+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
+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 expected discounted penalty function under a risk model with stochastic income
+Normal rank
@@ Property / cites work @@
+The Gerber-Shiu function and the generalized Cramér-Lundberg 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 @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk process with random income
@@ Property / cites work: Risk process with random income / rank @@
+Normal rank
@@ Property / cites work @@
+On a class of renewal risk model with random income
+Normal rank
@@ Property / cites work @@
+On a risk model with stochastic premiums income and dependence between income and loss
+Normal rank