Pages that link to "Item:Q1962817"

The following pages link to Analysis of a defective renewal equation arising in ruin theory (Q1962817):

Displaying 50 items.

• On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income (Q2252249) (← links)
• On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes (Q2252704) (← links)
• On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
• An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• A cyclic approach on classical ruin model (Q2306094) (← links)
• Fourier-cosine method for Gerber-Shiu functions (Q2347108) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
• On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
• Analysis of the discounted sum of ascending ladder heights (Q2445351) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate (Q2494876) (← links)
• On the stop-loss transform and order for the surplus process perturbed by diffusion (Q2507619) (← links)
• The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
• The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
• Asymptotics for solutions of a defective renewal equation with applications (Q2519356) (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
• Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• A matrix operator approach to the analysis of ruin-related quantities in the phase-type renewal risk model (Q2801426) (← links)
• Equilibrium Distributions of Discrete Phase Type (Q2841134) (← links)
• The proper distribution function of the deficit in the delayed renewal risk model (Q2866281) (← links)
• New integrated view at partial-sums distributions (Q2913239) (← links)
• A delayed dual risk model (Q2976125) (← links)
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
• On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
• On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy (Q3077755) (← links)
• A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
• Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863) (← links)
• Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744) (← links)
• The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
• First-exit times for compound poisson processes for some types of positive and negative jumps (Q4532400) (← 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)
• Discrete time ruin probability with Parisian delay (Q4577208) (← 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 (Q5029065) (← links)
• Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
• The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate (Q5077961) (← links)
• The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
• On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
• Equilibrium compound distributions and stop-loss moments (Q5430549) (← links)
• On a general class of renewal risk process: analysis of the Gerber-Shiu function (Q5697205) (← links)
• Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process (Q5715901) (← links)
• Computing the Gerber–Shiu function by frame duality projection (Q5743539) (← links)
• Two-sided bounds for renewal equations and ruin quantities (Q6549585) (← links)
• On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)
• On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy (Q6623052) (← links)