Pages that link to "Item:Q1045826"

The following pages link to The expected discounted penalty function under a risk model with stochastic income (Q1045826):

Displaying 28 items.

• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
• The expected discounted penalty function under a renewal risk model with stochastic income (Q434650) (← links)
• Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
• On a compound Poisson risk model with delayed claims and random incomes (Q555453) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
• The compound binomial risk model with delayed claims and random income (Q1931057) (← links)
• Ruin probability in models with stochastic premiums (Q2027878) (← links)
• An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
• On a discrete-time risk model with random income and a constant dividend barrier (Q2038561) (← links)
• On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
• Blockchain mining in pools: analyzing the trade-off between profitability and ruin (Q2155859) (← links)
• On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income (Q2171334) (← links)
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• A ruin model with compound Poisson income and dependence between claim sizes and claim intervals (Q2355360) (← links)
• Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
• Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
• Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
• Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (Q5012199) (← links)
• Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← links)
• A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
• Risk models based on copulas for premiums and claim sizes (Q5079939) (← links)
• An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments (Q5348801) (← links)