Pages that link to "Item:Q3552648"
From MaRDI portal
The following pages link to On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648):
Displayed 12 items.
- The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
- Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244) (← links)
- On a discrete risk model with two-sided jumps (Q966097) (← links)
- A discrete-time ruin model with dependence between interclaim arrivals and claim sizes (Q1625734) (← links)
- \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
- On a discrete-time risk model with general income and time-dependent claims (Q2511219) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- On a Risk Model With Delayed Claims Under Stochastic Interest Rates (Q2792305) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
- Discrete time ruin probability with Parisian delay (Q4577208) (← links)
- On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates (Q5075498) (← links)
- On a discrete-time risk model with time-dependent claims and impulsive dividend payments (Q5140647) (← links)