On the expected discounted penalty function for Lévy risk processes
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Cited in
(51)- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
- On the threshold dividend strategy for a generalized jump-diffusion risk model
- Ruin and deficit under claim arrivals with the order statistics property
- Estimation of the expected discounted penalty function for Lévy insurance risks
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions
- First and last passage times of spectrally positive Lévy processes with application to reliability
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion
- Fourier-cosine method for Gerber-Shiu functions
- On a generalization of the Gerber-Shiu function to path-dependent penalties
- Extended Gerber-Shiu functions in a risk model with interest
- Applications of factorization embeddings for Lévy processes
- The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
- Risk Theory with the Generalized Inverse Gaussian Lévy Process
- Path decomposition of ruinous behavior for a general Lévy insurance risk process
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- Computing the Gerber-Shiu function by frame duality projection
- On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
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- On a generalization from ruin to default in a Lévy insurance risk model
- A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections
- A note on scale functions and the time value of ruin for Lévy insurance risk processes
- Fourier-cosine method for finite-time Gerber-Shiu functions
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- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model
- Some expressions of a generalized version of the expected time in the red and the expected area in red
- Lévy insurance risk process with Poissonian taxation
- The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes
- Strategies for dividend distribution: a review
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory
- Valuation of discrete dynamic fund protection under Lévy processes
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- The Gerber-Shiu function for a risk model perturbed by stable Lévy motion
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- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion
- An insurance risk model with stochastic volatility
- ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST
- Risk modelling on liquidations with Lévy processes
- A note on a Lévy insurance risk model under periodic dividend decisions
- A risk model driven by Lévy processes
- On the expected discounted penalty function for risk process with tax
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