Pages that link to "Item:Q1121630"

The following pages link to The surpluses immediately before and at ruin, and the amount of the claim causing ruin (Q1121630):

Displaying 50 items.

• On the expected discounted penalty function in a delayed-claims risk model (Q511156) (← links)
• On the expected discounted penalty function for risk process with tax (Q631560) (← links)
• Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179) (← links)
• Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
• On the distribution of the claim causing ruin (Q689579) (← links)
• Properties of a risk measure derived from the expected area in red (Q743159) (← links)
• When does the surplus reach a given target? (Q808143) (← links)
• On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
• The expected discounted penalty at ruin in the risk process with random income (Q849761) (← links)
• Ruin problems for a discrete time risk model with random interest rate (Q883070) (← links)
• Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
• Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
• On the distribution of the surplus prior to ruin (Q1209475) (← links)
• On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
• Rate conservation laws: A survey (Q1319158) (← links)
• Ruin problems and dual events (Q1329415) (← links)
• On some measures of the severity of ruin in the classical Poisson model (Q1333587) (← links)
• Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464) (← links)
• On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
• On the expected discounted penalty function at ruin of a surplus process with interest. (Q1413325) (← links)
• The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337) (← links)
• Ruin theory in a financial corporation model with credit risk. (Q1413343) (← links)
• The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (Q1413408) (← links)
• On the expectations of the present values of the time of ruin perturbed by diffusion. (Q1413409) (← links)
• The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675) (← links)
• Some results for the compound Poisson process that is perturbed by diffusion (Q1611092) (← links)
• On the distribution of surplus immediately before ruin under interest force (Q1612939) (← links)
• The expected discounted penalty at ruin in the Erlang (2) risk process (Q1779678) (← links)
• Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• Ladder height distributions with marks (Q1899258) (← links)
• Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977) (← links)
• On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (Q1958723) (← links)
• A note on the Taylor series expansions for multivariate characteristics of classical risk processes (Q1962815) (← links)
• Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique (Q1962823) (← links)
• Practical approximations for multivariate characteristics of risk processes (Q1974037) (← links)
• Further results for the joint distribution of the surplus immediately before and after ruin under force of interest (Q2320766) (← links)
• Extended Gerber-Shiu functions in a risk model with interest (Q2347117) (← links)
• How long is the surplus below zero? (Q2366049) (← links)
• An operator property of the distribution of a nonhomogeneous Poisson process with applications (Q2404187) (← links)
• Some results on the joint distribution prior to and at the time of ruin in the classical model (Q3103209) (← links)
• A Note on Gerber–Shiu Functions with an Application (Q3193125) (← links)
• Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)
• On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
• Some Remarks on Delayed Renewal Risk Models (Q3569711) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu (Q5018726) (← links)
• ”On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest“, Rong Wu; Yuhua Lu and Ying Fang, April 2007 (Q5019734) (← links)
• Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko (Q5019735) (← links)