The following pages link to On the Time Value of Ruin (Q5718272):
Displaying 50 items.
- Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) (← links)
- The use of vector-valued martingales in risk theory (Q949432) (← links)
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- On the expected discounted penalty function for the continuous-time compound binomial risk model (Q951197) (← links)
- A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
- The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
- On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
- On the discounted penalty function in the discrete time stationary renewal risk model (Q964980) (← links)
- On a discrete risk model with two-sided jumps (Q966097) (← links)
- Optimal dividends with incomplete information in the dual model (Q974808) (← links)
- On ruin for the Erlang \((n)\) risk process (Q977146) (← links)
- On the Markov-modulated insurance risk model with tax (Q977310) (← links)
- A note on the compound binomial model with randomized dividend strategy (Q990672) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- On the discounted penalty function in the renewal risk model with general interclaim times (Q997079) (← links)
- On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution (Q998274) (← links)
- The compound Poisson risk model with multiple thresholds (Q998276) (← links)
- An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
- On perpetual American put valuation and first-passage in a regime-switching model with jumps (Q1003346) (← links)
- A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
- On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
- On differentiability of ruin functions under Markov-modulated models (Q1016634) (← links)
- On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
- Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
- The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
- On a dual model with a dividend threshold (Q1017775) (← links)
- The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
- Total duration of negative surplus for the risk model with debit interest (Q1021771) (← links)
- Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
- On the renewal risk model under a threshold strategy (Q1026427) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
- From ruin theory to pricing reset guarantees and perpetual put options (Q1293806) (← links)
- Inequality extensions of Prabhu's formula in ruin theory (Q1302129) (← links)
- On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
- On the time to ruin for Erlang(2) risk processes. (Q1413289) (← links)
- A generalized defective renewal equation for the surplus process perturbed by diffusion. (Q1413299) (← links)
- On the expected discounted penalty function at ruin of a surplus process with interest. (Q1413325) (← links)
- The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337) (← links)
- Ruin theory in a financial corporation model with credit risk. (Q1413343) (← links)
- On the moments of the surplus process perturbed by diffusion. (Q1413363) (← links)
- Finite time ruin probabilities with one Laplace inversion. (Q1413406) (← links)
- The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (Q1413408) (← links)
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
- Discounted probabilities and ruin theory in the compound binomial model (Q1584519) (← links)
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
- A dependent insurance risk model with surrender and investment under the thinning process (Q1664709) (← links)
- Purchasing casualty insurance to avoid lifetime ruin (Q1681093) (← links)
