Pages that link to "Item:Q817299"

The following pages link to On the discounted penalty function in a Markov-dependent risk model (Q817299):

Displaying 17 items.

• Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
• Queues and Risk Processes with Dependencies (Q3191886) (← links)
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• On dividends in the phase–type dual risk model (Q4577204) (← links)
• Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
• The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033) (← links)
• A Risk Model with Multilayer Dividend Strategy (Q5019726) (← links)
• The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (Q5019751) (← links)
• “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007 (Q5022537) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren, April 2008 (Q5022558) (← links)
• Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
• Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)
• Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model (Q5414498) (← links)
• On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559) (← links)
• A Markovian growth-collapse model (Q5475397) (← links)