On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: On the Time Value of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependent Risk Models with Bivariate Phase-Type Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a risk model with dependence between interclaim arrivals and claim sizes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential Behavior in the Presence of Dependence in Risk Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301147 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Negative association of random variables, with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Concepts of Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Family of Concepts of Dependence for Bivariate Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4158362 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4279264 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Preservation of certain classes of life distributions under Poisson shock models / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON CLASSES OF LIFETIME DISTRIBUTIONS WITH UNKNOWN AGE / rank
 
Normal rank

Latest revision as of 02:11, 7 July 2024

scientific article
Language Label Description Also known as
English
On orderings and bounds in a generalized Sparre Andersen risk model
scientific article

    Statements

    On orderings and bounds in a generalized Sparre Andersen risk model (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    15 November 2013
    0 references
    0 references
    Gerber-Shiu function
    0 references
    Sparre Andersen risk model
    0 references
    last interclaim time
    0 references
    claim causing ruin
    0 references
    last ladder height
    0 references
    stochastic ordering
    0 references
    NBU
    0 references
    NWU
    0 references
    0 references