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

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+https://doi.org/10.1016/j.amc.2011.11.101
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+W2107741273
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+The expected discounted penalty at ruin in the risk process with random income
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+The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
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+Q4442928
@@ Property / cites work: Q4442928 / rank @@
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+A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
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+On a class of stochastic models with two-sided jumps
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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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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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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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+The expected discounted penalty function under a risk model with stochastic income
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+The Gerber-Shiu function and the generalized Cramér-Lundberg model
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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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+Q4230625
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+Risk process with random income
@@ Property / cites work: Risk process with random income / rank @@
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+On a class of renewal risk model with random income
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+On a risk model with stochastic premiums income and dependence between income and loss
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