On a discrete-time risk model with time-dependent claims and impulsive dividend payments (Q5140647): Difference between revisions

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+Survival probabilities in a discrete semi-Markov risk model
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+Ruin Probabilities in the Compound Markov Binomial Model
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+Ruin probabilities in the discrete time renewal risk model
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+Analysis of ruin measures for the classical compound Poisson risk model with dependence
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+Asyptotics for linear difference equations I:basic theory
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+The Time Value of Ruin in a Sparre Andersen Model
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+Normal rank
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+An elementary approach to discrete models of dividend strategies
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+On the modification of Rouche's theorem for the queueing theory problems
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+On a generalization of the expected discounted penalty function in a discrete-time insurance risk model
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+Randomized dividends in the compound binomial model with a general premium rate
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+On a class of discrete time renewal risk models
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+Normal rank
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+On a discrete-time risk model with general income and time-dependent claims
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+The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy
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+On the discrete-time compound renewal risk model with dependence
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+The compound binomial model with randomized decisions on paying dividends
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+A generalized penalty function for a class of discrete renewal processes
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+Discounted aggregate claim costs until ruin in the discrete-time renewal risk model
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+Ruin probabilities for time-correlated claims in the compound binomial model.
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+On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends
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+On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence
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+On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
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