The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555): Difference between revisions

@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
+Normal rank
@@ Property / cites work @@
+Phase-type representations in random walk and queueing problems
+Normal rank
@@ Property / cites work @@
+Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
+Normal rank
@@ Property / cites work @@
+A Review on Phase-type Distributions and their Use in Risk Theory
+Normal rank
@@ Property / cites work @@
+“Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007
+Normal rank
@@ Property / cites work @@
+Q3158278
@@ Property / cites work: Q3158278 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations to ruin probability in the presence of an upper absorbing barrier
+Normal rank
@@ Property / cites work @@
+On the Distribution of the Deficit at Ruin when Claims are Phase-type
+Normal rank
@@ Property / cites work @@
+How long is the surplus below zero?
@@ Property / cites work: How long is the surplus below zero? / rank @@
+Normal rank
@@ Property / cites work @@
+When does the surplus reach a given target?
@@ Property / cites work: When does the surplus reach a given target? / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
+Normal rank
@@ Property / cites work @@
+“Stochastic Annuities,” Daniel Dufresne, January 2007
+Normal rank
@@ Property / cites work @@
+On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
+Normal rank
@@ Property / cites work @@
+The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
+Normal rank
@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+Normal rank
@@ Property / cites work @@
+On a general class of renewal risk process: analysis of the Gerber-Shiu function
+Normal rank
@@ Property / cites work @@
+The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
+Normal rank
@@ Property / cites work @@
+Q3923308
@@ Property / cites work: Q3923308 / rank @@
+Normal rank
@@ Property / cites work @@
+Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model
+Normal rank
@@ Property / cites work @@
+On some measures of the severity of ruin in the classical Poisson model
+Normal rank
@@ Property / cites work @@
+The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
+Normal rank
@@ Property / cites work @@
+A laplace transform representation in a class of renewal queueing and risk processes
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in the renewal risk model with general interclaim times
+Normal rank