A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
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Cites work
- scientific article; zbMATH DE number 1818854 (Why is no real title available?)
- scientific article; zbMATH DE number 54039 (Why is no real title available?)
- scientific article; zbMATH DE number 858928 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
- Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
- Analysis of a generalized penalty function in a semi-Markovian risk model
- Constant dividend barrier in a risk model with interclaim-dependent claim sizes
- Dependent Risk Models with Bivariate Phase-Type Distributions
- Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest
- Exponential Behavior in the Presence of Dependence in Risk Theory
- Gerber-Shiu analysis with a generalized penalty function.
- Martingales and insurance risk
- On a class of renewal risk models with a constant dividend barrier
- On a risk model with dependence between interclaim arrivals and claim sizes
- On optimal dividend strategies in the compound Poisson model
- On orderings and bounds in a generalized Sparre Andersen risk model
- On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest
- On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
- On the Time Value of Ruin
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
- On the discounted penalty function in the renewal risk model with general interclaim times
- On the expectation of total discounted operating costs up to default and its applications
- On the expected discounted penalty function at ruin of a surplus process with interest.
- On the time to ruin for Erlang(2) risk processes.
- On the time value of absolute ruin with debit interest
- On the total operating costs up to default in a renewal risk model
- Ruin estimates under interest force
- Ruin estimation for a general insurance risk model
- 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 Time Value of Ruin in a Sparre Andersen Model
- The compound Poisson risk model with a threshold dividend strategy
- The compound Poisson risk model with multiple thresholds
- The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function
- When does surplus reach a certain level before ruin?
Cited in
(18)- A note on deficit analysis in dependency models involving Coxian claim amounts
- The Gerber-Shiu discounted penalty function: a review from practical perspectives
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
- The maximum surplus before ruin for dependent risk models through Farlie-Gumbel-Morgenstern copula
- Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model
- A generalized penalty function for a class of discrete renewal processes
- On the analysis of a general class of dependent risk processes
- Gerber-Shiu analysis with two-sided acceptable levels
- A note on a Lévy insurance risk model under periodic dividend decisions
- A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
- On orderings and bounds in a generalized Sparre Andersen risk model
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
- A note on discounted compound renewal sums under dependency
- Diszkrét kockázati modell általános befizetési ráta mellett
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