Pages that link to "Item:Q977146"

The following pages link to On ruin for the Erlang \((n)\) risk process (Q977146):

Displaying 50 items.

• On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
• Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743) (← links)
• Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time (Q379099) (← 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 Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
• The expected discounted penalty function under a renewal risk model with stochastic income (Q434650) (← links)
• On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
• Criterion of semi-Markov dependent risk model (Q477832) (← links)
• An insurance risk model with Parisian implementation delays (Q479172) (← links)
• On the expected discounted penalty function in a delayed-claims risk model (Q511156) (← links)
• Total duration of negative surplus for an MAP risk model (Q530736) (← links)
• On a compound Poisson risk model with delayed claims and random incomes (Q555453) (← 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)
• On the expected discounted penalty function for the compound Poisson risk model with delayed claims (Q629500) (← links)
• The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
• The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• A perturbed risk model with dependence between premium rates and claim sizes (Q659158) (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
• Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← 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)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
• An uncertain alternating renewal insurance risk model (Q782263) (← 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 in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425) (← links)
• On a risk model with claim investigation (Q896741) (← 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)
• 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 risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• A class of delayed renewal risk processes with a threshold dividend strategy (Q966537) (← 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)
• Risk model with fuzzy random individual claim amount (Q1011232) (← 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)
• The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
• Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)