On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
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: Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / 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: Q3008262 / 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 expectation of total discounted operating costs up to default and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times / rank
 
Normal rank
Property / cites work
 
Property / cites work: A unified analysis of claim costs up to ruin in a Markovian arrival risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moment generating functions of compound renewal sums with discounted claims / 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: On orderings and bounds in a generalized Sparre Andersen risk model / 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: Analysis of ruin measures for the classical compound Poisson risk model with dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: First Passage of a Markov Additive Process and Generalized Jordan Chains / 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 the total operating costs up to default in a renewal risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2801426 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Time Value of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Gerber-Shiu function and the generalized Cramér-Lundberg model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on deficit analysis in dependency models involving Coxian claim amounts / 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: Moment-based approximations of distributions using mixtures: Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4371204 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Covariance Between the Surplus Prior to and at Ruin in the Classical Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004226 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the discounted penalty function in the renewal risk model with general interclaim times / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the analysis of a general class of dependent risk processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Remarks on Delayed Renewal Risk Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized penalty function for a class of discrete renewal processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on discounted compound renewal sums under dependency / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation / rank
 
Normal rank

Latest revision as of 03:19, 16 July 2024

scientific article; zbMATH DE number 6901744
Language Label Description Also known as
English
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
scientific article; zbMATH DE number 6901744

    Statements

    On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (English)
    0 references
    0 references
    0 references
    11 July 2018
    0 references
    0 references
    dependent Sparre Andersen risk model
    0 references
    discounted aggregate claims until ruin
    0 references
    discounted densities
    0 references
    Coxian distribution
    0 references
    higher moments
    0 references
    covariance
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references