On a Class of Renewal Risk Processes
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Recommendations
- Ruin probabilities for Erlang (2) risk processes
- The distribution of deficit at ruin on a renewal risk model
- On the Ruin Probability Under a Class of Risk Processes
- The maximum surplus before ruin in a generalized Erlang (n) risk process perturbed by diffusion
- BARRIER PROBABILITIES AND MAXIMUM SEVERITY OF RUIN FOR A RENEWAL RISK MODEL
Cites work
Cited in
(36)- On a correlated aggregate claims model with Poisson and Erlang risk processes.
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- The mean chance of ultimate ruin time in random fuzzy insurance risk model
- Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions
- On the discounted distribution functions for the Erlang(2) risk process
- An application of fractional differential equations to risk theory
- Gerber-Shiu analysis of a risk model with capital injections
- Bounds for the probability and severity of ruin in the Sparre Andersen model
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
- On a risk model with dependence between interclaim arrivals and claim sizes
- BARRIER PROBABILITIES AND MAXIMUM SEVERITY OF RUIN FOR A RENEWAL RISK MODEL
- The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion
- On the probability of reaching a barrier in an Erlang(2) risk process
- The distribution of deficit at ruin on a renewal risk model
- On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula
- Analysis of IBNR claims in renewal insurance models
- On the Ruin Probability Under a Class of Risk Processes
- Fourier/Laplace Transforms and Ruin Probabilities
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
- A tale of two (and more) altruists
- Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier
- Some basic statistics of general renewal processes
- The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
- Ruin Probabilities for Two Classes of Risk Processes
- On a general class of renewal risk process: analysis of the Gerber-Shiu function
- Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
- “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
- “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
- The Time Value of Ruin in a Sparre Andersen Model
- Moments of compound renewal sums with discounted claims
- A class of Sparre Andersen risk process
- On the DFR property of the compound geometric distribution with applications in risk theory
- Surplus analysis of Sparre Andersen insurance risk processes
- Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang
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