Some Remarks on Delayed Renewal Risk Models (Q3569711): Difference between revisions

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+The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
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+Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
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+Q3286690
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+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
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+Dependent Risk Models with Bivariate Phase-Type Distributions
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+A ruin model with dependence between claim sizes and claim intervals
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+A note on a class of delayed renewal risk processes
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+Q4230625
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+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
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+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
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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 discounted penalty function in the renewal risk model with general interclaim times
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+https://doi.org/10.2143/ast.40.1.2049225
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+W2021672805
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+Publication:3569711