Pages that link to "Item:Q849761"

The following pages link to The expected discounted penalty at ruin in the risk process with random income (Q849761):

Displaying 32 items.

• On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
• The expected discounted penalty function under a renewal risk model with stochastic income (Q434650) (← links)
• On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
• Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
• On a compound Poisson risk model with delayed claims and random incomes (Q555453) (← links)
• A ruin model with random income and dependence between claim sizes and claim intervals (Q601953) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• Risk process with stochastic income and two-step premium rate (Q711315) (← links)
• The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income (Q879562) (← links)
• Ruin probabilities in the risk process with random income (Q942870) (← links)
• On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
• The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
• On the expected discounted penalty function at ruin of a surplus process with interest. (Q1413325) (← links)
• On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes (Q1714720) (← links)
• The expected discounted penalty at ruin in the Erlang (2) risk process (Q1779678) (← links)
• Risk process with random income (Q1781715) (← links)
• The compound binomial risk model with delayed claims and random income (Q1931057) (← links)
• An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
• On a discrete Markov-modulated risk model with random premium income and delayed claims (Q2209646) (← links)
• On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes (Q2252704) (← links)
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
• A ruin model with compound Poisson income and dependence between claim sizes and claim intervals (Q2355360) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Ruin problem for a class of risk models with random income (Q2886644) (← links)
• A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
• Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
• Gerber–Shiu function for the discrete inhomogeneous claim case (Q4903511) (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
• Risk models based on copulas for premiums and claim sizes (Q5079939) (← links)
• (Q5318957) (← links)
• (Q5320528) (← links)
• On a class of renewal risk model with random income (Q5391280) (← links)