Pages that link to "Item:Q5715929"
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The following pages link to “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 (Q5715929):
Displaying 16 items.
- Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743) (← links)
- The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function (Q704410) (← links)
- The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675) (← links)
- On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← 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)
- On a class of discrete time renewal risk models (Q3440861) (← links)
- The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (Q3505192) (← links)
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
- The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
- Ruin Probabilities for Two Classes of Risk Processes (Q5490579) (← links)
- On a general class of renewal risk process: analysis of the Gerber-Shiu function (Q5697205) (← links)
- “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 (Q5715931) (← links)
- “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 (Q5715940) (← links)
- The Time Value of Ruin in a Sparre Andersen Model (Q5716025) (← links)
- Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model (Q5716026) (← links)