A note on ruin problems in perturbed classical risk models (Q342741): Difference between revisions

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+Q3560912
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+Q4888858
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+On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
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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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+The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+How many claims does it take to get ruined and recovered?
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+The time to ruin and the number of claims until ruin for phase-type claims
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+Q5637709
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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
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+Q4039796
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+First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications
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+Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
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+The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
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+Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model
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+Number of jumps in two-sided first-exit problems for a compound Poisson process
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+Q4937701
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+An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion
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+The joint density function of three characteristics on jump-diffusion risk process.
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+Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk model with Erlang(\(n\)) claims
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