scientific article
From MaRDI portal
Publication:2801426
zbMath1333.91025MaRDI QIDQ2801426
Publication date: 7 April 2016
Full work available at URL: https://www.e-periodica.ch/cntmng?pid=msa-003:2009:0::125
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05) Actuarial mathematics (91G05)
Related Items (15)
The Markov additive risk process under an Erlangized dividend barrier strategy ⋮ A note on a discrete time MAP risk model ⋮ On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes ⋮ Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion ⋮ Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times ⋮ Spectrally negative Lévy risk model under Erlangized barrier strategy ⋮ A note on a Lévy insurance risk model under periodic dividend decisions ⋮ A unified analysis of claim costs up to ruin in a Markovian arrival risk model ⋮ Discounted aggregate claim costs until ruin in the discrete-time renewal risk model ⋮ A matrix operator approach to a risk model with two classes of claims ⋮ An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models ⋮ Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times ⋮ On a generalization from ruin to default in a Lévy insurance risk model ⋮ Potential measures for spectrally negative Markov additive processes with applications in ruin theory ⋮ Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
This page was built for publication:
