Risk process with random income

DOI10.1023/B:JOTH.0000036319.21285.22MaRDI QIDQ1781715zbMATH OpenOpenAlexFDO

Authors Grigory Temnov

Publication date 28 June 2005

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:joth.0000036319.21285.22

Mathematics Subject Classification ID

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(32)

• Processes with independent increments in risk theory
• On a risk model with stochastic premiums income and dependence between income and loss
• The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails
• Dividend payments under the risk model with stochastic premium and constant interest
• scientific article; zbMATH DE number 1989771 (Why is no real title available?)
• A ruin model with random income and dependence between claim sizes and claim intervals
• Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion
• Risk process with stochastic income and two-step premium rate
• The Erlang(n) risk model with two-sided jumps and a constant dividend barrier
• The expected discounted penalty function under a renewal risk model with stochastic income
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
• On a class of renewal risk model with random income
• On a class of stochastic models with two-sided jumps
• Risk models based on copulas for premiums and claim sizes
• On the ruin probability for the Cox correlated risk model perturbed by diffusion
• The expected discounted penalty at ruin in the risk process with random income
• The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
• An insurance risk process with a generalized income process: a solvency analysis
• The expected discounted penalty function under a risk model with stochastic income
• The compound binomial risk model with delayed claims and random income
• The Gerber-Shiu function and the generalized Cramér-Lundberg model
• Ruin under stochastic dependence between premium and claim arrivals
• Measuring Process Risk in Income Protection Insurance
• Risk models with stochastic premium and ruin probability estimation
• Gerber-Shiu function for the discrete inhomogeneous claim case
• On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income
• On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income
• Analysis of a MAP risk model with stochastic incomes, inter-dependent phase-type claims and a constant barrier
• Ruin probabilities in the risk process with random income
• A Direct Approach to the Discounted Penalty Function
• A dividend optimization problem with constraint of survival probability in a Markovian environment model

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