On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion (Q318682): Difference between revisions

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+Q5637709
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
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+Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
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+On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
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+On the Time Value of Ruin
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+On the expectation of total discounted operating costs up to default and its applications
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+Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
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+On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+On the time to ruin for Erlang(2) risk processes.
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+Fitting combinations of exponentials to probability distributions
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