Pages that link to "Item:Q5716025"

The following pages link to The Time Value of Ruin in a Sparre Andersen Model (Q5716025):

Displaying 50 items.

• The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (Q254739) (← links)
• On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
• Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
• The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
• On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
• The expected discounted penalty function under a renewal risk model with stochastic income (Q434650) (← links)
• The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
• The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy (Q452872) (← links)
• Criterion of semi-Markov dependent risk model (Q477832) (← links)
• On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
• Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims (Q511062) (← links)
• Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
• A class of Sparre Andersen risk process (Q610720) (← links)
• The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← 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)
• An elementary approach to discrete models of dividend strategies (Q659189) (← links)
• Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
• On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
• On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
• Ruin probability for correlated negative risk sums model with Erlang processes (Q846780) (← links)
• The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
• Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
• The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
• Recursions for multivariate compound phase variables (Q939328) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• Tail bounds for the distribution of the deficit in the renewal risk model (Q974800) (← 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)
• The compound Poisson risk model with multiple thresholds (Q998276) (← links)
• A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
• The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
• The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
• A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
• Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
• On the renewal risk model under a threshold strategy (Q1026427) (← 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)
• The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)