Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times

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Cites work

A generalized penalty function for a class of discrete renewal processes
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
A generalized penalty function in the Sparre Andersen risk model with two-sided jumps
A matrix operator approach to the analysis of ruin-related quantities in the phase-type renewal risk model
A note on a class of delayed renewal risk processes
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 the multiple roots of the Lundberg fundamental equation in the PH(n) risk model
Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits
Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
Decision analysis models in reinsurance
Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
Exponential Behavior in the Presence of Dependence in Risk Theory
First Passage of a Markov Additive Process and Generalized Jordan Chains
Fitting combinations of exponentials to probability distributions
Fluctuations of Lévy processes with applications. Introductory lectures
scientific article; zbMATH DE number 54039 (Why is no real title available?)
scientific article; zbMATH DE number 1102528 (Why is no real title available?)
Moments of compound renewal sums with discounted claims
Occupation times of intervals until first passage times for spectrally negative Lévy processes
On a generalization from ruin to default in a Lévy insurance risk model
On ruin for the Erlang \((n)\) risk process
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen 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 expected discounted penalty function at ruin of a surplus process with interest.
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
Potential measures for spectrally negative Markov additive processes with applications in ruin theory
Ruin probabilities
Ruin probability with Parisian delay for a spectrally negative Lévy risk process
Some remarks on delayed renewal risk models
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
Surplus analysis of Sparre Andersen insurance risk processes
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
The deficit at ruin in the stationary renewal risk model
The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
The Gerber-Shiu function and the generalized Cramér-Lundberg model
The Time Value of Ruin in a Sparre Andersen Model

Cited in

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Analysis of the discounted sum of ascending ladder heights
A matrix operator approach to the analysis of ruin-related quantities in the phase-type renewal risk model
On the expectation of total discounted operating costs up to default and its applications
Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation
On the total operating costs up to default in a renewal risk model
Finite-time expected present value of operating costs until ruin in a two-dimensional risk model with periodic observation
Finite-time expected present value of operating costs until ruin in Lévy risk models with varying dividend barriers

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