Pages that link to "Item:Q5715940"
From MaRDI portal
The following pages link to “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 (Q5715940):
Displayed 15 items.
- The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function (Q704410) (← links)
- On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
- Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
- On ruin for the Erlang \((n)\) risk process (Q977146) (← links)
- The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675) (← links)
- On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
- On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
- On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← links)
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
- On a class of discrete time renewal risk models (Q3440861) (← links)
- The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (Q3505192) (← links)
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
- The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
- Ruin Probabilities for Two Classes of Risk Processes (Q5490579) (← links)
- On a general class of renewal risk process: analysis of the Gerber-Shiu function (Q5697205) (← links)