Pages that link to "Item:Q5697205"
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The following pages link to On a general class of renewal risk process: analysis of the Gerber-Shiu function (Q5697205):
Displaying 50 items.
- Criterion of semi-Markov dependent risk model (Q477832) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- On the total operating costs up to default in a renewal risk model (Q659143) (← links)
- On the Gerber-Shiu function and change of measure (Q659175) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179) (← links)
- An algebraic operator approach to the analysis of Gerber-Shiu functions (Q659180) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
- The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
- Weak convergence approach to compound Poisson risk processes perturbed by diffusion (Q882867) (← links)
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
- On the analysis of ruin-related quantities in the delayed renewal risk model (Q903333) (← links)
- Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
- On the discounted penalty function in the renewal risk model with general interclaim times (Q997079) (← links)
- On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution (Q998274) (← links)
- A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
- The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
- Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
- On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
- Maximum surplus and \(R_n\) class of distributions with an application to dividends (Q2293611) (← links)
- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
- On the analysis of a general class of dependent risk processes (Q2444713) (← links)
- On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058) (← 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)
- On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times (Q2514601) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- The proper distribution function of the deficit in the delayed renewal risk model (Q2866281) (← links)
- A unifying approach to the analysis of business with random gains (Q2866303) (← links)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
- On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
- On the discounted penalty function in a discrete time renewal risk model with general interclaim times (Q3077742) (← links)
- On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
- On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
- Some Remarks on Delayed Renewal Risk Models (Q3569711) (← links)
- Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
- Discrete time ruin probability with Parisian delay (Q4577208) (← links)
- Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
- The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
