Pages that link to "Item:Q5320662"

The following pages link to On the expectation of total discounted operating costs up to default and its applications (Q5320662):

Displaying 34 items.

• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion (Q318682) (← links)
• Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
• Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy (Q900947) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
• An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
• Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums (Q2151095) (← links)
• An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
• Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach (Q2445353) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385) (← links)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
• Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Extension of the past lifetime and its connection to the cumulative entropy (Q2794732) (← links)
• SOME EXTENSIONS OF THE RESIDUAL LIFETIME AND ITS CONNECTION TO THE CUMULATIVE RESIDUAL ENTROPY (Q2894062) (← links)
• A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
• Optimal dividend policies for piecewise-deterministic compound Poisson risk models (Q4576905) (← links)
• On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
• Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735) (← links)
• Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)