The following pages link to Gerber-Shiu risk theory (Q371443):
Displaying 42 items.
- A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
- Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
- Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
- Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- Generalized refracted Lévy process and its application to exit problem (Q1999919) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← links)
- Martingales associated with functions of Markov and finite variation processes (Q2146384) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- First exit from an open set for a matrix-exponential Lévy process (Q2406785) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
- Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
- Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
- Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851) (← links)
- A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function (Q4684852) (← links)
- Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
- Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
- Affine Storage and Insurance Risk Models (Q5026437) (← links)
- Subexponential potential asymptotics with applications (Q5055328) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- A transient Cramér–Lundberg model with applications to credit risk (Q5152521) (← links)
- Probability unfolding, 1965‒2015 (Q5197393) (← links)
- On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain (Q5218376) (← links)
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
- The Cramér-Lundberg model with a fluctuating number of clients (Q6072261) (← links)
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
