Pages that link to "Item:Q977146"
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The following pages link to On ruin for the Erlang \((n)\) risk process (Q977146):
Displayed 22 items.
- Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744) (← links)
- The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
- SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732) (← links)
- RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS (Q4563744) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- Further developments in the Erlang(<i>n</i>) risk process (Q4576758) (← links)
- On a ruin model with both interclaim times and premiums depending on claim sizes (Q4576796) (← links)
- The finite time ruin probability in a risk model with capital injections (Q4576799) (← links)
- On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
- A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
- The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
- Discrete time ruin probability with Parisian delay (Q4577208) (← links)
- Application of Advanced Integrodifferential Equations in Insurance Mathematics and Process Engineering (Q5259814) (← links)
- On a class of renewal risk model with random income (Q5391280) (← links)
- The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (Q5430555) (← links)
- On the severity of ruin in a Markov-modulated risk model (Q5430562) (← links)
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
- The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
- On a general class of renewal risk process: analysis of the Gerber-Shiu function (Q5697205) (← links)
- The Time Value of Ruin in a Sparre Andersen Model (Q5716025) (← links)
- Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model (Q5716026) (← links)