Pages that link to "Item:Q609205"

The following pages link to Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205):

Displaying 25 items.

• On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion (Q318682) (← links)
• On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
• On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
• On the probability of ruin in the compound Poisson risk model with potentially delayed claims (Q742099) (← links)
• A dependent insurance risk model with surrender and investment under the thinning process (Q1664709) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
• Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
• Stochastic comparison of multivariate conditionally dependent mixtures (Q2015057) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
• On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
• A note on a generalized discounted penalty function in a Sparre Andersen risk model perturbed by diffusion (Q2319082) (← links)
• The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
• Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
• On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
• Estimating the Gerber–Shiu function by Fourier–Sinc series expansion (Q4577210) (← links)
• A unified approach to stochastic comparisons of multivariate mixture models (Q5154108) (← links)
• (Q6121715) (← links)