Pages that link to "Item:Q1930455"
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The following pages link to On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455):
Displayed 16 items.
- Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
- On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion (Q318682) (← links)
- On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
- On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
- On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
- A note on compound renewal risk models with dependence (Q2345669) (← links)
- On a discrete-time risk model with general income and time-dependent claims (Q2511219) (← links)
- On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes (Q4575365) (← links)
- On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
- A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
- Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
- On a discrete-time risk model with time-dependent claims and impulsive dividend payments (Q5140647) (← links)
- (Q5155464) (← links)
