Pages that link to "Item:Q2276247"

The following pages link to A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247):

Displaying 15 items.

• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• On the analysis of a general class of dependent risk processes (Q2444713) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← 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)
• Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)