Pages that link to "Item:Q5743541"
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The following pages link to The expected discounted penalty function: from infinite time to finite time (Q5743541):
Displaying 15 items.
- On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
- Infinite series expansion of some finite-time dividend and ruin related functions (Q6082449) (← links)
- A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
- Ruin-related problems in the dual risk model under two different randomized observations (Q6164702) (← links)
- On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)
