Pages that link to "Item:Q5022555"

The following pages link to The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555):

Displaying 15 items.

• The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
• The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
• The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
• On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119) (← links)
• The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
• The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
• The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
• Maximum surplus and \(R_n\) class of distributions with an application to dividends (Q2293611) (← links)
• The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
• The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (Q2443228) (← links)
• SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732) (← links)
• On the time and the number of claims when the surplus drops below a certain level (Q4576976) (← links)
• On dividends in the phase–type dual risk model (Q4577204) (← links)
• Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← links)
• On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)