Pages that link to "Item:Q1779678"

The following pages link to The expected discounted penalty at ruin in the Erlang (2) risk process (Q1779678):

Displaying 14 items.

• Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
• Expected discounted penalty function of Erlang(2) risk model with constant interest (Q854558) (← links)
• Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process (Q861406) (← links)
• Risk model with fuzzy random individual claim amount (Q1011232) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
• The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (Q2443228) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Erlang risk models and finite time ruin problems (Q2866304) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
• (Q5320528) (← links)