Pages that link to "Item:Q2866303"

The following pages link to A unifying approach to the analysis of business with random gains (Q2866303):

Displaying 19 items.

• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• Duality in ruin problems for ordered risk models (Q1697212) (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
• Dividend problems in the dual risk model (Q2015662) (← 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)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
• A delayed dual risk model (Q2976125) (← links)
• SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732) (← links)
• On dividends in the phase–type dual risk model (Q4577204) (← links)
• On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
• Asymptotic analysis for optimal dividends in a dual risk model (Q5044430) (← links)
• The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
• On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062) (← links)
• On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property (Q6118239) (← links)