The following pages link to On the Time Value of Ruin (Q5718272):
Displaying 50 items.
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- An elementary approach to discrete models of dividend strategies (Q659189) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
- The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function (Q704410) (← links)
- The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
- Risk process with stochastic income and two-step premium rate (Q711315) (← links)
- On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model (Q722290) (← links)
- Absolute ruin in the compound Poisson risk model with constant dividend barrier (Q730714) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- An uncertain alternating renewal insurance risk model (Q782263) (← links)
- Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- The win-first probability under interest force (Q817279) (← links)
- The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process (Q817285) (← links)
- Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
- The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function (Q835683) (← links)
- Recovery process model (Q842837) (← links)
- On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
- The expected discounted penalty at ruin in the risk process with random income (Q849761) (← links)
- Expected discounted penalty function of Erlang(2) risk model with constant interest (Q854558) (← links)
- On the renewal risk process with stochastic interest (Q855690) (← links)
- Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process (Q861406) (← links)
- Some results behind dividend problems (Q861422) (← links)
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
- A note on a class of delayed renewal risk processes (Q868319) (← links)
- The deficit at ruin in the Sparre Andersen model with interest (Q874329) (← links)
- The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income (Q879562) (← links)
- On a joint distribution for the risk process with constant interest force (Q882861) (← links)
- Weak convergence approach to compound Poisson risk processes perturbed by diffusion (Q882867) (← links)
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
- Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier (Q893334) (← links)
- On a risk model with claim investigation (Q896741) (← links)
- Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
- The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy (Q900947) (← links)
- A hyper-exponential jump-diffusion model under the barrier dividend strategy (Q902399) (← links)
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
- On the analysis of ruin-related quantities in the delayed renewal risk model (Q903333) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- On the Markov-dependent risk model with tax (Q904133) (← links)
- On the ruin problem in a Markov-modulated risk model (Q931376) (← links)
- Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
- Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
- Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357) (← links)
