Pages that link to "Item:Q5716025"
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The following pages link to The Time Value of Ruin in a Sparre Andersen Model (Q5716025):
Displayed 50 items.
- The expected discounted penalty function under a renewal risk model with stochastic income (Q434650) (← links)
- The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
- The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy (Q452872) (← links)
- Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
- A class of Sparre Andersen risk process (Q610720) (← links)
- The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
- On the total operating costs up to default in a renewal risk model (Q659143) (← links)
- Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
- On the Gerber-Shiu function and change of measure (Q659175) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179) (← links)
- An algebraic operator approach to the analysis of Gerber-Shiu functions (Q659180) (← links)
- An elementary approach to discrete models of dividend strategies (Q659189) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
- On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
- On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
- Ruin probability for correlated negative risk sums model with Erlang processes (Q846780) (← links)
- The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
- Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
- Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
- The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
- Recursions for multivariate compound phase variables (Q939328) (← links)
- A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
- The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
- On a discrete risk model with two-sided jumps (Q966097) (← links)
- Tail bounds for the distribution of the deficit in the renewal risk model (Q974800) (← links)
- On the discounted penalty function in the renewal risk model with general interclaim times (Q997079) (← links)
- On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution (Q998274) (← links)
- The compound Poisson risk model with multiple thresholds (Q998276) (← links)
- A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
- The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
- The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
- A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
- Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
- On the renewal risk model under a threshold strategy (Q1026427) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
- The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
- An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
- Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246) (← links)
- A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
- The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
- Discrete risk model revisited (Q2433267) (← links)
- On the analysis of a general class of dependent risk processes (Q2444713) (← links)
- Laplace transform of the survival probability under Sparre Andersen model (Q2464007) (← links)