On a Class of Renewal Risk Processes
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Publication:5718302
DOI10.1080/10920277.1998.10595723zbMath1081.60549OpenAlexW2316339102MaRDI QIDQ5718302
Publication date: 13 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.1998.10595723
Related Items (32)
Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model ⋮ Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions ⋮ On the discounted distribution functions for the Erlang(2) risk process ⋮ On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula ⋮ Analysis of IBNR claims in renewal insurance models ⋮ A class of Sparre Andersen risk process ⋮ Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang ⋮ BARRIER PROBABILITIES AND MAXIMUM SEVERITY OF RUIN FOR A RENEWAL RISK MODEL ⋮ The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion ⋮ On a correlated aggregate claims model with Poisson and Erlang risk processes. ⋮ The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. ⋮ On a general class of renewal risk process: analysis of the Gerber-Shiu function ⋮ On the DFR property of the compound geometric distribution with applications in risk theory ⋮ Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process ⋮ “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 ⋮ “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 ⋮ The Time Value of Ruin in a Sparre Andersen Model ⋮ A tale of two (and more) altruists ⋮ Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier ⋮ Recursive Moments of Compound Renewal Sums with Discounted Claims ⋮ On the Ruin Probability Under a Class of Risk Processes ⋮ Fourier/Laplace Transforms and Ruin Probabilities ⋮ Bounds for the probability and severity of ruin in the Sparre Andersen model ⋮ Moments of compound renewal sums with discounted claims ⋮ An application of fractional differential equations to risk theory ⋮ The mean chance of ultimate ruin time in random fuzzy insurance risk model ⋮ The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion ⋮ Ruin Probabilities for Two Classes of Risk Processes ⋮ On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times ⋮ On a risk model with dependence between interclaim arrivals and claim sizes ⋮ Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts ⋮ Gerber-Shiu analysis of a risk model with capital injections
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