Pages that link to "Item:Q962017"

The following pages link to A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017):

Displaying 11 items.

• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
• The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• Optimal dividends and capital injection: a general Lévy model with extensions to regime-switching models (Q6665601) (← links)