Application of Advanced Integrodifferential Equations in Insurance Mathematics and Process Engineering (Q5259814): Difference between revisions

Latest revision as of 09:59, 10 July 2024

scientific article; zbMATH DE number 6451808

Language	Label	Description	Also known as
English	Application of Advanced Integrodifferential Equations in Insurance Mathematics and Process Engineering	scientific article; zbMATH DE number 6451808

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instance of

scholarly article

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title

Application of Advanced Integrodifferential Equations in Insurance Mathematics and Process Engineering (English)

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Springer Proceedings in Mathematics & Statistics

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publication date

29 June 2015

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zbMATH Keywords

dual risk model

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advanced integrodifferential equation

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process engineering

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LODE-type distribution

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-08251-6_8

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cites work

On the dual risk model with tax payments

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An algebraic operator approach to the analysis of Gerber-Shiu functions

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Optimal dividends in the dual model

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Ruin probability for correlated negative risk sums model with Erlang processes

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Ruin probability for renewal risk model with negative risk sums

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On a compounding assets model with positive jumps

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On the Time Value of Ruin

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Aspects of risk theory

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On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution

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The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems

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On ruin for the Erlang \((n)\) risk process

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On a general class of renewal risk process: analysis of the Gerber-Shiu function

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The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion

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On a dual model with a dividend threshold

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Q4829167

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Q5182969

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Identifiers

zbMATH Open document ID

1315.91033

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DOI

10.1007/978-3-319-08251-6_8

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5259814

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-Csaba Mihálykó
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+An algebraic operator approach to the analysis of Gerber-Shiu functions
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+Optimal dividends in the dual model
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+Ruin probability for correlated negative risk sums model with Erlang processes
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+Ruin probability for renewal risk model with negative risk sums
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@@ Property / cites work @@
+On a compounding assets model with positive jumps
@@ Property / cites work: On a compounding assets model with positive jumps / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
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+Aspects of risk theory
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+On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
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+The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
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@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
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@@ Property / cites work @@
+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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@@ Property / cites work @@
+The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+On a dual model with a dividend threshold
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+Normal rank
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