The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188): Difference between revisions

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+Ruin probabilities for Erlang (2) risk processes
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+Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
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+On ruin for the Erlang \((n)\) risk process
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+The Time Value of Ruin in a Sparre Andersen Model
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+Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
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+On the discounted penalty function in a Markov-dependent risk model
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+The distribution of total dividend payments in a Sparre Andersen model
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+Q5637709
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+Some distributions for classical risk process that is perturbed by diffusion
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+The joint density function of three characteristics on jump-diffusion risk process.
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+The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
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+On the Time Value of Ruin
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+The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
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+The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
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+The time to ruin for a class of Markov additive risk process with two-sided jumps
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+The Markovian regime-switching risk model with a threshold dividend strategy
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+The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
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