The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate (Q5077961): Difference between revisions

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+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
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+The optimal dividend barrier in the gamma-omega model
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+Q3560912
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+Q5609896
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+On the expectation of total discounted operating costs up to default and its applications
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+The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
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+Asymptotic results for perturbed risk processes with delayed claims
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+Further results for the joint distribution of the surplus immediately before and after ruin under force of interest
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+Ruin estimation for a general insurance risk model
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+The perturbed Sparre Andersen model with a threshold dividend strategy
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+On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income
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+On the Time Value of Ruin
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+The compound Poisson risk model with multiple thresholds
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+Analysis of a defective renewal equation arising in ruin theory
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+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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+Ruin probabilities in perturbed risk models
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+Ruin theory for the risk process described by PDMPs
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+The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
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+The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
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