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

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+Qing-bin Meng
@@ Property / author: Qing-bin Meng / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2010.01.068
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+W2113485710
@@ Property / OpenAlex ID: W2113485710 / rank @@
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@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
+Normal rank
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+On the expected discounted penalty function at ruin of a surplus process with interest.
+Normal rank
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+On the time value of absolute ruin with debit interest
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+Q3938929
@@ Property / cites work: Q3938929 / rank @@
+Normal rank
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+The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
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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 @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal 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 Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007
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+The time to ruin for a class of Markov additive risk process with two-sided jumps
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@@ Property / cites work @@
+On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
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+The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
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@@ 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
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+The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
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+The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
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@@ 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
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+On the discounted penalty function in the renewal risk model with general interclaim times
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