Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190): Difference between revisions

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+A ruin model with dependence between claim sizes and claim intervals
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Dependent Risk Models with Bivariate Phase-Type Distributions
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+Q4158362
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+Normal rank
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Moment generating functions of compound renewal sums with discounted claims
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+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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+Overshoots and undershoots of Lévy processes
@@ Property / cites work: Overshoots and undershoots of Lévy processes / rank @@
+Normal rank
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+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
+Normal rank
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal 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 @@
+Normal rank
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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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+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+Normal rank
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+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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+Q4004226
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+Normal rank
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+Compound geometric residual lifetime distributions and the deficit at ruin.
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+On the discounted penalty function in the renewal risk model with general interclaim times
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+Lundberg approximations for compound distributions with insurance applications
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