Pages that link to "Item:Q963936"
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The following pages link to The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936):
Displayed 13 items.
- Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
- The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues (Q492102) (← links)
- A matrix operator approach to a risk model with two classes of claims (Q1758111) (← links)
- On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
- The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- Maximum surplus and \(R_n\) class of distributions with an application to dividends (Q2293611) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- A surplus process involving a compound Poisson counting process and applications (Q5077255) (← links)
- Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds (Q5746995) (← links)