Pages that link to "Item:Q5716025"
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The following pages link to The Time Value of Ruin in a Sparre Andersen Model (Q5716025):
Displayed 50 items.
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← 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)
- The ruin time under the Sparre Andersen dual model (Q2015470) (← links)
- Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← links)
- Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233) (← links)
- An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
- Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246) (← links)
- A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
- Maximum surplus and \(R_n\) class of distributions with an application to dividends (Q2293611) (← links)
- The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
- The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
- Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← 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)
- Discrete risk model revisited (Q2433267) (← links)
- On the analysis of a general class of dependent risk processes (Q2444713) (← links)
- On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
- Laplace transform of the survival probability under Sparre Andersen model (Q2464007) (← 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)
- 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)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
- On the integrated tail of the deficit in the renewal risk model (Q2516397) (← 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 expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
- Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
- A unifying approach to the analysis of business with random gains (Q2866303) (← links)
- Erlang risk models and finite time ruin problems (Q2866304) (← links)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
- Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
- Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
- On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
- Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
- Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (Q3067089) (← links)
- Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
- Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (Q3395759) (← links)
- On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)