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.
- 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)
- BARRIER PROBABILITIES AND MAXIMUM SEVERITY OF RUIN FOR A RENEWAL RISK MODEL (Q3502981) (← links)
- The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (Q3505192) (← links)
- Some Remarks on Delayed Renewal Risk Models (Q3569711) (← links)
- A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
- Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744) (← links)
- On a compounding assets model with positive jumps (Q3607875) (← links)
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (Q3632846) (← links)
- The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
- On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
- The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
- On dividends in the phase–type dual risk model (Q4577204) (← links)
- Discrete time ruin probability with Parisian delay (Q4577208) (← links)
- Integral Equations, Quasi-Monte Carlo Methods and Risk Modeling (Q4611840) (← links)
- Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
- On Optimal Dividend Strategies In The Compound Poisson Model (Q5018718) (← links)
- On the Class of Erlang Mixtures with Risk Theoretic Applications (Q5019730) (← links)
- The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
- The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (Q5019751) (← links)
- “Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007 (Q5019776) (← links)
- Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Bangwon Ko, July 2006 (Q5022539) (← links)