Pages that link to "Item:Q977146"

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

Displaying 50 items.

• A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← 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)
• Erlang risk models and finite time ruin problems (Q2866304) (← links)
• On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
• Fitting bivariate losses with phase-type distributions (Q2868608) (← links)
• Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
• Some extensions of the residual lifetime and its connection to the cumulative residual entropy (Q2894062) (← 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)
• Analysis of ruin measures for the classical compound Poisson risk model with dependence (Q3103206) (← links)
• Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
• Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
• On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
• On a class of discrete time renewal risk models (Q3440861) (← 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)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732) (← links)
• RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS (Q4563744) (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• Further developments in the Erlang(<i>n</i>) risk process (Q4576758) (← links)
• On a ruin model with both interclaim times and premiums depending on claim sizes (Q4576796) (← links)
• The finite time ruin probability in a risk model with capital injections (Q4576799) (← 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)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
• The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (Q5019751) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
• Ruin probabilities for the phase-type dual model perturbed by diffusion (Q5079163) (← links)
• The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
• Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← links)
• Application of Advanced Integrodifferential Equations in Insurance Mathematics and Process Engineering (Q5259814) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• On a class of renewal risk model with random income (Q5391280) (← links)
• The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (Q5430555) (← links)
• On the severity of ruin in a Markov-modulated risk model (Q5430562) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
• The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
• On a general class of renewal risk process: analysis of the Gerber-Shiu function (Q5697205) (← links)
• The Time Value of Ruin in a Sparre Andersen Model (Q5716025) (← links)
• Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model (Q5716026) (← links)
• Computing the Gerber–Shiu function by frame duality projection (Q5743539) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
• The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)