Pages that link to "Item:Q1413408"

The following pages link to The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (Q1413408):

Displaying 34 items.

• The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy (Q452872) (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function (Q704410) (← links)
• On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model (Q722290) (← 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 the analysis of ruin-related quantities in the delayed renewal risk model (Q903333) (← links)
• On the expected discounted penalty function for the continuous-time compound binomial risk model (Q951197) (← links)
• A class of delayed renewal risk processes with a threshold dividend strategy (Q966537) (← links)
• On the renewal risk model under a threshold strategy (Q1026427) (← links)
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
• On the Gerber-Shiu discounted penalty function for subexponential claims (Q2471655) (← links)
• On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
• The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• The proper distribution function of the deficit in the delayed renewal risk model (Q2866281) (← 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)
• Some results on the compound Markov binomial model (Q3440849) (← links)
• Some Remarks on Delayed Renewal Risk Models (Q3569711) (← links)
• The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
• Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
• The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate (Q5077961) (← links)
• (Q5155464) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• On a class of renewal risk model with random income (Q5391280) (← 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)
• The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)