On a perturbed compound Poisson model with varying premium rates (Q2628181): Difference between revisions

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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+Erlangian Approximations for Finite-Horizon Ruin Probabilities
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+On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy
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+Q5637709
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+On the Time Value of Ruin
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+On the modification of Rouche's theorem for the queueing theory problems
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+A risk model with varying premiums: its risk management implications
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+On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion
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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 distribution functions of the surplus process perturbed by diffusion.
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+The ruin time under the Sparre Andersen dual model
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+The Markov additive risk process under an Erlangized dividend barrier strategy
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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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+A perturbed risk model with dependence between premium rates and claim sizes
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