Pages that link to "Item:Q1413289"

The following pages link to On the time to ruin for Erlang(2) risk processes. (Q1413289):

Displaying 50 items.

• 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)
• A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
• Risk model with fuzzy random individual claim amount (Q1011232) (← links)
• The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← 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)
• Ruin probabilities for Erlang (2) risk processes (Q1265933) (← 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)
• On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (Q1430677) (← links)
• Dividend barrier strategy: proceed with caution (Q1640946) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
• Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
• The compound Poisson risk model under a mixed dividend strategy (Q1740121) (← links)
• A matrix operator approach to a risk model with two classes of claims (Q1758111) (← links)
• The expected discounted penalty at ruin in the Erlang (2) risk process (Q1779678) (← links)
• Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions (Q1884660) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
• Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
• Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← links)
• On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
• Ruin and dividend measures in the renewal dual risk model (Q2152229) (← links)
• On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• An application of fractional differential equations to risk theory (Q2274229) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← 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 function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• A modified insurance risk process with uncertainty (Q2347075) (← 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 Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
• An operator property of the distribution of a nonhomogeneous Poisson process with applications (Q2404187) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (Q2443228) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• Laplace transform of the survival probability under Sparre Andersen model (Q2464007) (← links)
• On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
• On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← links)
• The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)