Pages that link to "Item:Q1430675"

The following pages link to The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675):

Displaying 15 items.

• The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← 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)
• The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
• On the renewal risk model under a threshold strategy (Q1026427) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
• On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← 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)
• Overshoots and undershoots of Lévy processes (Q2494574) (← links)
• Bayesian estimation of finite time ruin probabilities (Q5391286) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)