Pages that link to "Item:Q977146"
From MaRDI portal
The following pages link to On ruin for the Erlang \((n)\) risk process (Q977146):
Displayed 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)
- 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)
- On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← 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)
- Extension of the past lifetime and its connection to the cumulative entropy (Q2794732) (← links)
- Appell pseudopolynomials and Erlang-type risk models (Q2811099) (← links)
- A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
- A generalized penalty function for a class of discrete renewal processes (Q2866302) (← 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)
- Fitting bivariate losses with phase-type distributions (Q2868608) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
- SOME EXTENSIONS OF THE RESIDUAL LIFETIME AND ITS CONNECTION TO THE CUMULATIVE RESIDUAL ENTROPY (Q2894062) (← links)
- On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
- On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
- Analysis of ruin measures for the classical compound Poisson risk model with dependence (Q3103206) (← links)
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
- Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
- On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
- On a class of discrete time renewal risk models (Q3440861) (← links)
- Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863) (← links)