The following pages link to Risk process with random income (Q1781715):
Displaying 29 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)
- Risk models with stochastic premium and ruin probability estimation (Q487109) (← links)
- A ruin model with random income and dependence between claim sizes and claim intervals (Q601953) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- Risk process with stochastic income and two-step premium rate (Q711315) (← links)
- The expected discounted penalty at ruin in the risk process with random income (Q849761) (← links)
- The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income (Q879562) (← links)
- Ruin probabilities in the risk process with random income (Q942870) (← links)
- On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
- On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- The compound binomial risk model with delayed claims and random income (Q1931057) (← links)
- An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
- On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income (Q2171334) (← links)
- On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes (Q2252704) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
- The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails (Q3526086) (← links)
- Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
- Gerber–Shiu function for the discrete inhomogeneous claim case (Q4903511) (← 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)
- The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
- Risk models based on copulas for premiums and claim sizes (Q5079939) (← links)
- On a class of renewal risk model with random income (Q5391280) (← links)
- (Q6121722) (← links)
