Pages that link to "Item:Q5490568"

The following pages link to Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (Q5490568):

Displaying 18 items.

• On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
• Criterion of semi-Markov dependent risk model (Q477832) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
• The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory (Q967287) (← links)
• A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
• The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
• Ruin probability of the renewal model with risky investment and large claims (Q1042994) (← links)
• The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
• The tax identity for Markov additive risk processes (Q2445485) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• Bayesian estimation of finite time ruin probabilities (Q5391286) (← links)
• (Q5399167) (← links)
• Risk processes analyzed as fluid queues (Q5467653) (← links)
• The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) (← links)
• Singularly Perturbed Markov Modulated Fluid Queues (Q5862815) (← links)