Some remarks on delayed renewal risk models
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Publication:3569711
DOI10.2143/AST.40.1.2049225zbMATH Open1230.91083OpenAlexW2021672805MaRDI QIDQ3569711FDOQ3569711
Authors: Jae-Kyung Woo 
Publication date: 21 June 2010
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.40.1.2049225
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Cites Work
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- The Time Value of Ruin in a Sparre Andersen Model
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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- On the discounted penalty function in the renewal risk model with general interclaim times
- Aspects of risk theory
- Dependent Risk Models with Bivariate Phase-Type Distributions
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
- A note on a class of delayed renewal risk processes
- A ruin model with dependence between claim sizes and claim intervals
- The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
- On a general class of renewal risk process: analysis of the Gerber-Shiu function
- The surpluses immediately before and at ruin, and the amount of the claim causing ruin
- Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
Cited In (14)
- A note on discounted compound renewal sums under dependency
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
- On the analysis of ruin-related quantities in the delayed renewal risk model
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
- A generalized penalty function for a class of discrete renewal processes
- A delayed dual risk model
- On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula
- The Gerber-Shiu discounted penalty function: a review from practical perspectives
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion
- Moments of renewal shot-noise processes and their applications
- Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
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