Pages that link to "Item:Q601942"
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The following pages link to The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes (Q601942):
Displaying 15 items.
- Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
- Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims (Q511062) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
- On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204) (← links)
- Some expressions of a generalized version of the expected time in the red and the expected area in red (Q2152232) (← links)
- Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
- On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
- Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
