On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775): Difference between revisions

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+On the dual risk model with tax payments
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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+The optimal dividend barrier in the gamma-omega model
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+Exit identities for Lévy processes observed at Poisson arrival times
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+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Optimal dividends in the dual model
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+On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
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+Brownian Excursions and Parisian Barrier Options
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+A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
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+A unifying approach to the analysis of business with random gains
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+Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
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+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
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+Parisian ruin probability with a lower ultimate bankrupt barrier
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Martingales and insurance risk
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+On the time to ruin for Erlang(2) risk processes.
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+The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
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+Finite time ruin problems for the Erlang\((2)\) risk model
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+The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model
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+The Density of the Time to Ruin in the Classical Poisson Risk Model
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+On the Density and Moments of the Time of Ruin with Exponential Claims
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+How long is the surplus below zero?
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+When does the surplus reach a given target?
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+On the Time Value of Ruin
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+The Time Value of Ruin in a Sparre Andersen Model
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+The Omega model: from bankruptcy to occupation times in the red
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+Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
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+An insurance risk model with Parisian implementation delays
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+The Joint Laplace Transforms for Diffusion Occupation Times
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+On ruin for the Erlang \((n)\) risk process
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+Parisian ruin probability for spectrally negative Lévy processes
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+A link between wave governed random motions and ruin processes
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+Brownian excursions and Parisian barrier options: a note
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+On the discounted penalty function in the renewal risk model with general interclaim times
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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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