Pages that link to "Item:Q659180"

The following pages link to An algebraic operator approach to the analysis of Gerber-Shiu functions (Q659180):

Displaying 24 items.

• On integro-differential algebras. (Q392441) (← links)
• Transforming problems from analysis to algebra: a case study in linear boundary problems (Q413404) (← links)
• Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• An elementary approach to discrete models of dividend strategies (Q659189) (← links)
• A noncommutative algebraic operational calculus for boundary problems (Q2254066) (← links)
• An application of fractional differential equations to risk theory (Q2274229) (← links)
• An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
• Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246) (← links)
• Fourier-cosine method for Gerber-Shiu functions (Q2347108) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← 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)
• Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
• Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
• Integral Equations, Quasi-Monte Carlo Methods and Risk Modeling (Q4611840) (← links)
• Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
• “On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009 (Q5029066) (← links)
• Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
• An algebraic study of multivariable integration and linear substitution (Q5235382) (← links)
• Application of Advanced Integrodifferential Equations in Insurance Mathematics and Process Engineering (Q5259814) (← links)
• Constructions of Free Commutative Integro-Differential Algebras (Q5403088) (← links)
• An application of risk theory to mortgage lending (Q5865323) (← links)