A generalized penalty function for a class of discrete renewal processes
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Cites work
- A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
- A note on a class of delayed renewal risk processes
- A note on scale functions and the time value of ruin for Lévy insurance risk processes
- A ruin model with dependence between claim sizes and claim intervals
- Algorithmic Analysis of the Sparre Andersen Model in Discrete Time
- Dependent Risk Models with Bivariate Phase-Type Distributions
- Discounted probabilities and ruin theory in the compound binomial model
- Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
- Exponential Behavior in the Presence of Dependence in Risk Theory
- scientific article; zbMATH DE number 1093829 (Why is no real title available?)
- Loss Models
- On a class of discrete time renewal risk models
- On a generalization of the Gerber-Shiu function to path-dependent penalties
- On a risk model with dependence between interclaim arrivals and claim sizes
- On ruin for the Erlang \((n)\) risk process
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
- On the discrete-time compound renewal risk model with dependence
- On the time to ruin for Erlang(2) risk processes.
- On the Time Value of Ruin
- Ruin probabilities for time-correlated claims in the compound binomial model.
- Ruin probabilities in the compound binomial model
- Some remarks on delayed renewal risk models
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
- Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
- The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
- The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
Cited in
(15)- A discrete-time ruin model with dependence between interclaim arrivals and claim sizes
- A threshold-based risk process with a waiting period to pay dividends
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model
- On a discrete-time risk model with general income and time-dependent claims
- The Gerber-Shiu discounted penalty function: a review from practical perspectives
- On the discounted penalty function in a discrete time renewal risk model with general interclaim times
- On a class of discrete time renewal risk models
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
- A note on a class of discrete time delayed renewal risk processes
- On a discrete-time risk model with time-dependent claims and impulsive dividend payments
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
- On a general class of renewal risk process: analysis of the Gerber-Shiu function
- Gerber-Shiu analysis with a generalized penalty function.
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