Transform approach for discounted aggregate claims in a risk model with descendant claims (Q2212272): Difference between revisions

@@ Property / cites work @@
+Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes on the discounted aggregate claims in a time dependent risk model
+Normal rank
@@ Property / cites work @@
+On the total claim amount for marked Poisson cluster models
+Normal rank
@@ Property / cites work @@
+A quintuple law for Markov additive processes with phase-type jumps
+Normal rank
@@ Property / cites work @@
+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
+Normal rank
@@ Property / cites work @@
+A unified analysis of claim costs up to ruin in a Markovian arrival risk model
+Normal rank
@@ Property / cites work @@
+Moments of claims in a Markovian environment
@@ Property / cites work: Moments of claims in a Markovian environment / rank @@
+Normal rank
@@ Property / cites work @@
+Q2829618
@@ Property / cites work: Q2829618 / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive Moments of Compound Renewal Sums with Discounted Claims
+Normal rank
@@ Property / cites work @@
+On the probability of ruin in a Markov-modulated risk model
+Normal rank
@@ Property / cites work @@
+On the joint distribution of surplus before and after ruin under a Markovian regime switching model
+Normal rank
@@ Property / cites work @@
+On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals
+Normal rank
@@ Property / cites work @@
+A multivariate aggregate loss model
@@ Property / cites work: A multivariate aggregate loss model / rank @@
+Normal rank
@@ Property / cites work @@
+Risk processes with non-stationary Hawkes claims arrivals
+Normal rank
@@ Property / cites work @@
+Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
+Normal rank
@@ Property / cites work @@
+The deficit at ruin in the stationary renewal risk model
+Normal rank
@@ Property / cites work @@
+A synthesis of risk measures for capital adequacy
@@ Property / cites work: A synthesis of risk measures for capital adequacy / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
+Normal rank