The following pages link to On the Time Value of Ruin (Q5718272):
Displaying 50 items.
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- Delayed capital injections for a risk process with Markovian arrivals (Q2241638) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- 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)
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- A risk model with varying premiums: its risk management implications (Q2260944) (← links)
- Occupation times in the MAP risk model (Q2260947) (← links)
- Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
- Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350) (← links)
- On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
- An application of fractional differential equations to risk theory (Q2274229) (← links)
- Refinements of two-sided bounds for renewal equations (Q2276218) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← 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)
- Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (Q2276257) (← links)
- On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
- Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
- On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759) (← links)
- Maximum surplus and \(R_n\) class of distributions with an application to dividends (Q2293611) (← links)
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- Further results for the joint distribution of the surplus immediately before and after ruin under force of interest (Q2320766) (← links)
- Omega model for a jump-diffusion process with a two-step premium rate (Q2325320) (← links)
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims (Q2326535) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
- The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims (Q2343576) (← links)
- On a partial integrodifferential equation of Seal's type (Q2347058) (← links)
- A modified insurance risk process with uncertainty (Q2347075) (← links)
- Fourier-cosine method for Gerber-Shiu functions (Q2347108) (← links)
- Extended Gerber-Shiu functions in a risk model with interest (Q2347117) (← links)
- A ruin model with compound Poisson income and dependence between claim sizes and claim intervals (Q2355360) (← links)
- Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
- Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
- The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
- Lundberg's risk process with tax (Q2384679) (← links)
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model (Q2421399) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- Discrete risk model revisited (Q2433267) (← links)
- On a risk model with randomized dividend-decision times (Q2438420) (← links)
- On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
