Pages that link to "Item:Q5718302"
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The following pages link to On a Class of Renewal Risk Processes (Q5718302):
Displaying 32 items.
- Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857) (← links)
- A class of Sparre Andersen risk process (Q610720) (← links)
- On the DFR property of the compound geometric distribution with applications in risk theory (Q661269) (← links)
- Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425) (← links)
- On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353) (← links)
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
- The mean chance of ultimate ruin time in random fuzzy insurance risk model (Q1800247) (← 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)
- An application of fractional differential equations to risk theory (Q2274229) (← links)
- Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
- Bounds for the probability and severity of ruin in the Sparre Andersen model (Q2485542) (← links)
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
- Recursive Moments of Compound Renewal Sums with Discounted Claims (Q2759548) (← links)
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
- On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
- BARRIER PROBABILITIES AND MAXIMUM SEVERITY OF RUIN FOR A RENEWAL RISK MODEL (Q3502981) (← links)
- The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (Q3505192) (← links)
- On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
- Analysis of IBNR claims in renewal insurance models (Q4577198) (← links)
- On the Ruin Probability Under a Class of Risk Processes (Q4661651) (← links)
- Fourier/Laplace Transforms and Ruin Probabilities (Q4661653) (← links)
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
- A tale of two (and more) altruists (Q5158871) (← 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 (Q5715901) (← 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 (Q5715929) (← 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 (Q5715930) (← links)
- The Time Value of Ruin in a Sparre Andersen Model (Q5716025) (← links)
- Moments of compound renewal sums with discounted claims (Q5938019) (← links)