The following pages link to (Q4442928):
Displaying 38 items.
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
- Practical approaches to the estimation of the ruin probability in a risk model with additional funds (Q341092) (← links)
- Singular initial-value and boundary-value problems for integrodifferential equations in dynamical insurance models with investments (Q341448) (← 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)
- Ruin probabilities for an insurance company based on some stochastic risk models (Q460748) (← links)
- Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
- Survival probability and ruin probability of a risk model (Q1032779) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
- A mathematical model of pension fund operation and methods of fund stability analysis (Q1797703) (← links)
- The compound binomial risk model with delayed claims and random income (Q1931057) (← links)
- Ruin probability in models with stochastic premiums (Q2027878) (← links)
- An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
- On a discrete-time risk model with random income and a constant dividend barrier (Q2038561) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income (Q2171334) (← links)
- On a discrete Markov-modulated risk model with random premium income and delayed claims (Q2209646) (← links)
- Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy (Q2218140) (← 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)
- Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums (Q2263346) (← links)
- Mathematical modeling of the operation of pension funds in order to assess their sustainability (Q2290509) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
- On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market (Q2452743) (← links)
- Self-insurance of investor under repeating catastrophic risks (Q2467977) (← links)
- Application of the method of successive approximations to determine the probability of bankruptcy of an insurance company with random premiums. (Q2501336) (← links)
- Dynamical insurance models with investment: constrained singular problems for integrodifferential equations (Q2629971) (← links)
- Analytic properties of infinite-horizon survival probability in a risk model with additional funds (Q2786953) (← links)
- Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution (Q2838933) (← links)
- Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← 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)
- Risk models based on copulas for premiums and claim sizes (Q5079939) (← links)
- (Q6121722) (← links)
