Pages that link to "Item:Q659187"

The following pages link to On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187):

Displaying 43 items.

• Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
• Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
• Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
• On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
• Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
• Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
• On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
• Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
• Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes (Q2344885) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← 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)
• First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
• Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
• On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
• Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
• A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Computing the Gerber–Shiu function by frame duality projection (Q5743539) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)