Pages that link to "Item:Q1381464"

The following pages link to The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464):

Displaying 50 items.

• A note on ruin problems in perturbed classical risk models (Q342741) (← links)
• The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
• Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
• Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
• The expected discounted penalty function under a renewal risk model with stochastic income (Q434650) (← links)
• On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
• On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
• On the expected discounted penalty function in a delayed-claims risk model (Q511156) (← links)
• On asymptotics of deficit distribution and its moments at the time of ruin (Q619344) (← links)
• Ruin probability and joint distributions of some actuarial random vectors in the compound Pascal model (Q628628) (← links)
• On the expected discounted penalty function for risk process with tax (Q631560) (← links)
• Analysis of risk models using a level crossing technique (Q654805) (← links)
• Editorial: Special issue on Gerber-Shiu functions (Q659174) (← links)
• An algebraic operator approach to the analysis of Gerber-Shiu functions (Q659180) (← links)
• On the time value of absolute ruin with tax (Q659184) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
• Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process (Q817285) (← links)
• The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function (Q835683) (← links)
• Joint distributions of some actuarial random vectors in the compound binomial model (Q865614) (← links)
• A note on a class of delayed renewal risk processes (Q868319) (← links)
• The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income (Q879562) (← links)
• On a joint distribution for the risk process with constant interest force (Q882861) (← links)
• Ruin problems for a discrete time risk model with random interest rate (Q883070) (← links)
• Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877) (← links)
• Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
• Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
• Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
• Adaptive control strategies and dependence of finite time ruin on the premium loading (Q939330) (← links)
• Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
• An optimization of a continuous time risk process (Q965505) (← links)
• Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
• On ruin for the Erlang \((n)\) risk process (Q977146) (← links)
• On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
• Ruin problems in risk models with dependent rates of interest (Q997240) (← links)
• Total duration of negative surplus for the risk model with debit interest (Q1021771) (← links)
• Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
• On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
• From ruin theory to pricing reset guarantees and perpetual put options (Q1293806) (← 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 joint distributions of several important actuarial diagnostics in the classical risk model. (Q1413331) (← 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)
• Joint distributions of some actuarial random vectors containing the time of ruin (Q1413344) (← links)