Pages that link to "Item:Q998274"

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 44 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)
• The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
• Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
• An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
• Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• Interval estimation of the ruin probability in the classical compound Poisson risk model (Q2291329) (← links)
• Fourier-cosine method for Gerber-Shiu functions (Q2347108) (← links)
• An operator property of the distribution of a nonhomogeneous Poisson process with applications (Q2404187) (← links)
• The time to ruin and the number of claims until ruin for phase-type claims (Q2444703) (← links)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
• Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420) (← links)
• A unifying approach to the analysis of business with random gains (Q2866303) (← links)
• On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
• On the Gerber–Shiu function with random discount rate (Q2980055) (← 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)
• Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
• SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732) (← links)
• The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes (Q4575365) (← links)
• A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
• On dividends in the phase–type dual risk model (Q4577204) (← links)
• Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
• Application of Advanced Integrodifferential Equations in Insurance Mathematics and Process Engineering (Q5259814) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
• On a class of renewal risk model with random income (Q5391280) (← links)
• Computing the Gerber–Shiu function by frame duality projection (Q5743539) (← links)
• ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
• Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
• Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)