Pages that link to "Item:Q977146"

The following pages link to On ruin for the Erlang \((n)\) risk process (Q977146):

Displaying 50 items.

• Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• The compound Poisson risk model under a mixed dividend strategy (Q1740121) (← links)
• A matrix operator approach to a risk model with two classes of claims (Q1758111) (← links)
• The expected discounted penalty at ruin in the Erlang (2) risk process (Q1779678) (← links)
• The mean chance of ultimate ruin time in random fuzzy insurance risk model (Q1800247) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
• Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
• The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
• Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• Ruin and dividend measures in the renewal dual risk model (Q2152229) (← links)
• Uncertain insurance risk process with multiple classes of claims (Q2183000) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
• An application of fractional differential equations to risk theory (Q2274229) (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759) (← links)
• Maximum surplus and \(R_n\) class of distributions with an application to dividends (Q2293611) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• A modified insurance risk process with uncertainty (Q2347075) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
• On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
• The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
• An operator property of the distribution of a nonhomogeneous Poisson process with applications (Q2404187) (← links)
• On a risk model with randomized dividend-decision times (Q2438420) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (Q2443228) (← links)
• On the analysis of a general class of dependent risk processes (Q2444713) (← links)
• On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
• On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← links)
• On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058) (← links)
• The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems (Q2499831) (← links)
• The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551) (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
• Asymptotics for solutions of a defective renewal equation with applications (Q2519356) (← links)
• On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
• The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
• Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Extension of the past lifetime and its connection to the cumulative entropy (Q2794732) (← links)