Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2013.06.003
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+W2037694550
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model
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+On the expectation of total discounted operating costs up to default and its applications
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+“Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
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+A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
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+A unifying approach to the analysis of business with random gains
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+A unified analysis of claim costs up to ruin in a Markovian arrival risk model
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+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
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+The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
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+On the time to ruin for Erlang(2) risk processes.
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+On the Distribution of the Deficit at Ruin when Claims are Phase-type
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+The time to ruin and the number of claims until ruin for phase-type claims
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+On the Time Value of Ruin
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+The Time Value of Ruin in a Sparre Andersen Model
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+Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
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+On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
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+Moments of compound renewal sums with discounted claims
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+Recursive Moments of Compound Renewal Sums with Discounted Claims
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+On ruin for the Erlang \((n)\) risk process
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+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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+On the discounted penalty function in the renewal risk model with general interclaim times
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+On the analysis of a general class of dependent risk processes
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+Some Remarks on Delayed Renewal Risk Models
@@ Property / cites work: Some Remarks on Delayed Renewal Risk Models / rank @@
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+Publication:2513591