Pages that link to "Item:Q977146"

The following pages link to On ruin for the Erlang \((n)\) risk process (Q977146):

Displayed 50 items.

• On a compound Poisson risk model with delayed claims and random incomes (Q555453) ‎ (← 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)
• On the expected discounted penalty function for the compound Poisson risk model with delayed claims (Q629500) ‎ (← links)
• The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) ‎ (← links)
• The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) ‎ (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) ‎ (← links)
• A perturbed risk model with dependence between premium rates and claim sizes (Q659158) ‎ (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) ‎ (← links)
• Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) ‎ (← 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)
• Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) ‎ (← links)
• On a class of stochastic models with two-sided jumps (Q660145) ‎ (← links)
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) ‎ (← 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)
• 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)
• 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 risk model with stochastic premiums income and dependence between income and loss (Q964929) ‎ (← links)
• On a discrete risk model with two-sided jumps (Q966097) ‎ (← links)
• A class of delayed renewal risk processes with a threshold dividend strategy (Q966537) ‎ (← 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)
• Risk model with fuzzy random individual claim amount (Q1011232) ‎ (← links)
• The distribution of total dividend payments in a Sparre Andersen model (Q1017825) ‎ (← links)
• Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) ‎ (← links)
• The expected discounted penalty function under a risk model with stochastic income (Q1045826) ‎ (← links)
• The expected discounted penalty at ruin in the Erlang (2) risk process (Q1779678) ‎ (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) ‎ (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) ‎ (← 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)
• On a class of renewal risk models with a constant dividend barrier (Q2485536) ‎ (← links)
• On the expected discounted penalty functions for two classes of risk processes (Q2485543) ‎ (← links)
• On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058) ‎ (← links)
• The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems (Q2499831) ‎ (← links)
• The compound Poisson risk model with a threshold dividend strategy (Q2507941) ‎ (← links)
• On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551) ‎ (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) ‎ (← links)
• Asymptotics for solutions of a defective renewal equation with applications (Q2519356) ‎ (← links)
• On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) ‎ (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) ‎ (← links)
• Analysis of ruin measures for the classical compound Poisson risk model with dependence (Q3103206) ‎ (← links)
• On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) ‎ (← links)
• On a class of discrete time renewal risk models (Q3440861) ‎ (← links)
• Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863) ‎ (← links)