The following pages link to On the Time Value of Ruin (Q5718272):
Displaying 50 items.
- On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion (Q318682) (← links)
- On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
- Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
- A note on ruin problems in perturbed classical risk models (Q342741) (← links)
- Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
- On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy (Q377933) (← links)
- Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands (Q378784) (← links)
- Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540) (← links)
- On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
- On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
- The hitting time for a Cox risk process (Q408212) (← links)
- The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model (Q414592) (← links)
- On the Gerber-Shiu function for a risk model with multi-layer dividend strategy (Q419158) (← links)
- The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
- Ruin problems for an autoregressive risk model with dependent rates of interest (Q426430) (← links)
- The expected discounted penalty function under a renewal risk model with stochastic income (Q434650) (← links)
- Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
- On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
- Computing survival probabilities based on stochastic differential models (Q464647) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
- Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims (Q511062) (← links)
- On the expected discounted penalty function in a delayed-claims risk model (Q511156) (← links)
- Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857) (← links)
- Ornstein-Uhlenback type Omega model (Q528231) (← links)
- On a compound Poisson risk model with delayed claims and random incomes (Q555453) (← links)
- The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes (Q601942) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
- On the expected discounted penalty function for the compound Poisson risk model with delayed claims (Q629500) (← links)
- On the expected discounted penalty function for risk process with tax (Q631560) (← links)
- The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- Analysis of risk models using a level crossing technique (Q654805) (← links)
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← 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)
- Editorial: Special issue on Gerber-Shiu functions (Q659174) (← links)
- On the Gerber-Shiu function and change of measure (Q659175) (← links)
- Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← 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 insurance risk model with stochastic volatility (Q659182) (← links)
- On the time value of absolute ruin with tax (Q659184) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
