The following pages link to On the Time Value of Ruin (Q5718272):
Displaying 50 items.
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
- Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
- The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
- The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
- Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion (Q1726860) (← links)
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
- The compound Poisson risk model under a mixed dividend strategy (Q1740121) (← links)
- Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396) (← links)
- The expected discounted penalty at ruin in the Erlang (2) risk process (Q1779678) (← links)
- Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
- On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
- The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
- The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
- On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (Q1958723) (← links)
- Analysis of a defective renewal equation arising in ruin theory (Q1962817) (← links)
- Corrigendum to: The moments of ruin time in the classical risk model with discrete claim size distribution (Q1962819) (← links)
- Optimal dividend payout under compound Poisson income (Q1973489) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
- Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication (Q2065465) (← links)
- Optimal continuous production-inventory systems subject to stockout risk (Q2095232) (← links)
- Nonparametric estimation of the expected discounted penalty function in the compound Poisson model (Q2137791) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
- On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income (Q2171334) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
- Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
- Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) (← links)
- Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy (Q2218140) (← links)
