Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179): Difference between revisions

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+A note on scale functions and the time value of ruin for Lévy insurance risk processes
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+On a generalization of the Gerber-Shiu function to path-dependent penalties
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+Moment generating functions of compound renewal sums with discounted claims
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+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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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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+Loss Models
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+On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model
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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 Class of Erlang Mixtures with Risk Theoretic Applications
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