Pages that link to "Item:Q998274"
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The following pages link to On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution (Q998274):
Displaying 9 items.
- Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← 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)
- 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)
- 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)