Pages that link to "Item:Q997079"
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The following pages link to On the discounted penalty function in the renewal risk model with general interclaim times (Q997079):
Displayed 50 items.
- On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
- A note on some joint distribution functions involving the time of ruin (Q282279) (← 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)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims (Q511062) (← links)
- Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857) (← links)
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
- On the Gerber-Shiu function and change of measure (Q659175) (← links)
- Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← 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)
- On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model (Q722290) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- On the analysis of ruin-related quantities in the delayed renewal risk model (Q903333) (← 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 the discounted penalty function in the discrete time stationary renewal risk model (Q964980) (← links)
- On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution (Q998274) (← links)
- A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
- A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
- On the renewal risk model under a threshold strategy (Q1026427) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
- A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- An operator property of the distribution of a nonhomogeneous Poisson process with applications (Q2404187) (← links)
- On the analysis of a general class of dependent risk processes (Q2444713) (← links)
- Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
- Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625) (← links)
- The proper distribution function of the deficit in the delayed renewal risk model (Q2866281) (← links)
- A unifying approach to the analysis of business with random gains (Q2866303) (← links)
- Erlang risk models and finite time ruin problems (Q2866304) (← links)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
- Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
- On the discounted penalty function in a discrete time renewal risk model with general interclaim times (Q3077742) (← links)
- On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229) (← links)
- Some Remarks on Delayed Renewal Risk Models (Q3569711) (← links)
- Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- On the complete monotonicity of the compound geometric convolution with applications in risk theory (Q4576842) (← links)
- A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)