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.

• The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (Q254739) (← links)
• On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
• On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion (Q318682) (← links)
• Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time (Q379099) (← links)
• On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
• On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
• The expected discounted penalty function under a renewal risk model with stochastic income (Q434650) (← links)
• The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
• On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
• On the expected discounted penalty function in a delayed-claims risk model (Q511156) (← links)
• On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213) (← links)
• On a compound Poisson risk model with delayed claims and random incomes (Q555453) (← links)
• On properties of continuous-time random walks with non-Poissonian jump-times (Q603440) (← links)
• Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
• A class of Sparre Andersen risk process (Q610720) (← links)
• On the expected discounted penalty function for the compound Poisson risk model with delayed claims (Q629500) (← links)
• The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
• The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
• A perturbed risk model with dependence between premium rates and claim sizes (Q659158) (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
• Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
• An algebraic operator approach to the analysis of Gerber-Shiu functions (Q659180) (← 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)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process (Q666972) (← links)
• On the probability of ruin in the compound Poisson risk model with potentially delayed claims (Q742099) (← links)
• An uncertain alternating renewal insurance risk model (Q782263) (← links)
• On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
• On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
• The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
• Expected discounted penalty function of Erlang(2) risk model with constant interest (Q854558) (← links)
• Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process (Q861406) (← links)
• Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy (Q900947) (← 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)
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← 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)
• 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)
• A class of delayed renewal risk processes with a threshold dividend strategy (Q966537) (← links)
• On ruin for the Erlang \((n)\) risk process (Q977146) (← links)