Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615): Difference between revisions

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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Erlangian Approximations for Finite-Horizon Ruin Probabilities
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+Dependent Risk Models with Bivariate Phase-Type Distributions
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+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
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+Recursive calculation of finite-time ruin probabilities
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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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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+On a generalization of the expected discounted penalty function in a discrete-time insurance risk 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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+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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+The Erlangization method for Markovian fluid flows
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+Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
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+Erlangian approximation to finite time ruin probabilities in perturbed risk models
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+On the discounted penalty function in the renewal risk model with general interclaim times
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