Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
From MaRDI portal
Publication:2513591
Recommendations
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
- The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes
- On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times
- On the moments of the aggregate discounted claims with dependence between inter-arrival times
- Ruin probabilities of a continuous-time Sparre Andersen model with inter-claim times distributed as discrete phase-type
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model
- The moments of ruin time in the classical risk model with discrete claim size distribution
- On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
Cites work
- A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
- A matrix operator approach to the analysis of ruin-related quantities in the phase-type renewal risk model
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model
- A unifying approach to the analysis of business with random gains
- Analysis of a generalized penalty function in a semi-Markovian risk model
- Exponential Behavior in the Presence of Dependence in Risk Theory
- Fitting combinations of exponentials to probability distributions
- scientific article; zbMATH DE number 1102528 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
- Moments of compound renewal sums with discounted claims
- On a general class of renewal risk process: analysis of the Gerber-Shiu function
- On ruin for the Erlang \((n)\) risk process
- On the analysis of a general class of dependent risk processes
- On the discounted penalty function in the renewal risk model with general interclaim times
- On the Distribution of the Deficit at Ruin when Claims are Phase-type
- On the expectation of total discounted operating costs up to default and its applications
- On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
- On the time to ruin for Erlang(2) risk processes.
- On the Time Value of Ruin
- On the total operating costs up to default in a renewal risk model
- Recursive calculation of the dividend moments in a multi-threshold risk model
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- Ruin probabilities
- Some remarks on delayed renewal risk models
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
- The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
- The time to ruin and the number of claims until ruin for phase-type claims
- The Time Value of Ruin in a Sparre Andersen Model
- “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
Cited in
(11)- 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
- Analysis of the discounted sum of ascending ladder heights
- The Gerber-Shiu discounted penalty function: a review from practical perspectives
- On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion
- A note on ruin problems in perturbed classical risk models
- The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
This page was built for publication: Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2513591)
