The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
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Cites work
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- A note on a class of delayed renewal risk processes
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- On the Time Value of Ruin
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- The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
- The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
- The expected discounted penalty at ruin in the risk process with random income
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
Cited in
(26)- On a class of renewal risk model with random income
- A note on a class of delayed renewal risk processes
- The discounted penalty function in a class of delayed renewal risk models
- On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
- The expected discounted penalty function under a risk model with stochastic income
- 带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析(英)
- scientific article; zbMATH DE number 6961075 (Why is no real title available?)
- The expected discounted penalty function under a renewal risk model with stochastic income
- Risk models based on copulas for premiums and claim sizes
- The Gerber-Shiu discounted penalty function: a review from practical perspectives
- The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
- A ruin model with random income and dependence between claim sizes and claim intervals
- A note on a class of discrete time delayed renewal risk processes
- On an insurance ruin model with a causal dependence structure and perturbation
- A class of delayed renewal risk processes with a threshold dividend strategy
- A generalized penalty function for a class of discrete renewal processes
- On a risk model with stochastic premiums income and dependence between income and loss
- On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income
- On a class of stochastic models with two-sided jumps
- On the probability of ruin in a continuous risk model with two types of delayed claims
- A ruin model with compound Poisson income and dependence between claim sizes and claim intervals
- The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy
- On the Gerber–Shiu function with random discount rate
- Analysis of a MAP risk model with stochastic incomes, inter-dependent phase-type claims and a constant barrier
- The expected discounted penalty function in a renewal risk model with stochastic income
- On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income
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