Pages that link to "Item:Q1413325"

The following pages link to On the expected discounted penalty function at ruin of a surplus process with interest. (Q1413325):

Displaying 50 items.

• Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
• Ruin probabilities and the ruin time distribution (Q378500) (← links)
• Ruin probability in compound Poisson process with investment (Q442855) (← links)
• A ruin model with random income and dependence between claim sizes and claim intervals (Q601953) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• The compound binomial model with randomly paying dividends to shareholders and policyholders (Q659250) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function (Q835683) (← links)
• The expected discounted penalty at ruin in the risk process with random income (Q849761) (← links)
• On the renewal risk process with stochastic interest (Q855690) (← links)
• The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
• The deficit at ruin in the Sparre Andersen model with interest (Q874329) (← links)
• On a joint distribution for the risk process with constant interest force (Q882861) (← links)
• Mathematical model of banking operation (Q891720) (← links)
• On a risk model with claim investigation (Q896741) (← links)
• The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy (Q900947) (← links)
• Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
• On the expected discounted penalty function for the continuous-time compound binomial risk model (Q951197) (← links)
• The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
• Ruin problems in risk models with dependent rates of interest (Q997240) (← links)
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
• The expected discounted penalty at ruin in the Erlang (2) risk process (Q1779678) (← links)
• On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (Q1958723) (← links)
• On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income (Q2252249) (← 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)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
• Further results for the joint distribution of the surplus immediately before and after ruin under force of interest (Q2320766) (← links)
• The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) (← links)
• On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823) (← links)
• Approximation for ruin probability in the Sparre Andersen model with interest (Q2431955) (← links)
• On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• On the distribution of surplus immediately after ruin under interest force and subexponential claims (Q2485537) (← links)
• Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
• The compound binomial model with randomized decisions on paying dividends (Q2507603) (← links)
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
• Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
• Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420) (← links)
• Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
• Some Ruin Problems for a Risk Process with Stochastic Interest (Q3518780) (← links)
• The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails (Q3526086) (← links)
• Insurance with borrowing: first- and second-order approximations (Q3558942) (← links)
• On the time value of absolute ruin with debit interest (Q3590742) (← links)
• The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
• On the time and the number of claims when the surplus drops below a certain level (Q4576976) (← links)
• Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
• On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest (Q5019733) (← links)