The following pages link to (Q2801426):
Displaying 16 items.
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- A note on a discrete time MAP risk model (Q313585) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
- A matrix operator approach to a risk model with two classes of claims (Q1758111) (← links)
- An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
- Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
- On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
- Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation (Q6670086) (← links)
