Pages that link to "Item:Q1265933"
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The following pages link to Ruin probabilities for Erlang (2) risk processes (Q1265933):
Displayed 29 items.
- On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
- Expected discounted penalty function of Erlang(2) risk model with constant interest (Q854558) (← links)
- On ruin for the Erlang \((n)\) risk process (Q977146) (← links)
- Risk model with fuzzy random individual claim amount (Q1011232) (← links)
- A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
- Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
- On the time to ruin for Erlang(2) risk processes. (Q1413289) (← links)
- Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328) (← links)
- On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353) (← links)
- Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
- Aggregate survival probability of a portfolio with dependent subportfolios. (Q1413410) (← links)
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
- On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (Q1430677) (← links)
- Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions (Q1884660) (← links)
- On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
- The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
- Laplace transform of the survival probability under Sparre Andersen model (Q2464007) (← links)
- On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
- On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← links)
- The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems (Q2499831) (← links)
- Martingales and the distribution of the time to ruin. (Q2574588) (← links)
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
- Ruin Problems for Phase-Type(2) Risk Processes (Q2739860) (← links)
- On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
- The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
- The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) (← links)
- On a general class of renewal risk process: analysis of the Gerber-Shiu function (Q5697205) (← links)
- On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567) (← links)
- “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 (Q5715930) (← links)