Pages that link to "Item:Q5019751"

The following pages link to The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (Q5019751):

Displaying 19 items.

• The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (Q254739) (← links)
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
• The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
• Some ruin problems for the MAP risk model (Q896202) (← links)
• The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
• A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
• The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
• The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
• Analysis of the discounted sum of ascending ladder heights (Q2445351) (← links)
• The tax identity for Markov additive risk processes (Q2445485) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• On dividends in the phase–type dual risk model (Q4577204) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• “The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model,” Shuanming Li, October 2008 (Q5022556) (← links)
• On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model (Q5029065) (← links)