Pages that link to "Item:Q659190"

The following pages link to Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190):

Displaying 46 items.

• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
• Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
• Risk models with dependence between claim occurrences and severities for Atlantic hurricanes (Q2015481) (← links)
• On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• A note on compound renewal risk models with dependence (Q2345669) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• A note on the convexity of ruin probabilities (Q2397848) (← links)
• Efficient expressions for moments of dependent random sums using copulas (Q2423499) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• On the analysis of a general class of dependent risk processes (Q2444713) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times (Q2514601) (← links)
• Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420) (← links)
• The proper distribution function of the deficit in the delayed renewal risk model (Q2866281) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• A unifying approach to the analysis of business with random gains (Q2866303) (← links)
• Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
• Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
• Some Remarks on Delayed Renewal Risk Models (Q3569711) (← links)
• Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
• COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY (Q4563797) (← links)
• On a ruin model with both interclaim times and premiums depending on claim sizes (Q4576796) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
• On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
• The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
• Analysis of IBNR claims in renewal insurance models (Q4577198) (← links)
• Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559) (← links)
• A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
• Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)