The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On ruin for the Erlang \((n)\) risk process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin Probabilities for Two Classes of Risk Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the expected discounted penalty functions for two classes of risk processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin probabilities for Erlang (2) risk processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a correlated aggregate claims model with Poisson and Erlang risk processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Single-server queue with Markov-dependent inter-arrival and service times / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the discounted penalty function in a Markov-dependent risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5331504 / rank
 
Normal rank

Latest revision as of 19:55, 1 July 2024

scientific article
Language Label Description Also known as
English
The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims
scientific article

    Statements

    The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (English)
    0 references
    0 references
    0 references
    0 references
    20 July 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    Gerber-Shiu discounted penalty function
    0 references
    integro-differential equations
    0 references
    generalized Lundberg equation
    0 references
    Laplace transform
    0 references
    0 references