Gerber-Shiu analysis with two-sided acceptable levels (Q2357427): Difference between revisions

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+A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
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+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
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+Overshoots and undershoots of Lévy processes
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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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+On the Time Value of Ruin
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+Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums
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+On the time to ruin for Erlang(2) risk processes.
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+On ruin for the Erlang \((n)\) risk process
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+The Time Value of Ruin in a Sparre Andersen Model
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+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+A unified analysis of claim costs up to ruin in a Markovian arrival risk model
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+The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
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+Perturbed MAP Risk Models with Dividend Barrier Strategies
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+On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
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+Analysis of a threshold dividend strategy for a MAP risk model
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