Pages that link to "Item:Q659187"
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The following pages link to On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187):
Displayed 15 items.
- 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)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← 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)
- A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes (Q2344885) (← 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)
- 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)