Pages that link to "Item:Q1962817"

The following pages link to Analysis of a defective renewal equation arising in ruin theory (Q1962817):

Displaying 50 items.

• The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
• On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
• On a compound Poisson risk model with delayed claims and random incomes (Q555453) (← links)
• Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
• On the expected discounted penalty function for the compound Poisson risk model with delayed claims (Q629500) (← links)
• On the approximation of functions satisfying defective renewal equations (Q654129) (← links)
• The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• An insurance risk model with stochastic volatility (Q659182) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
• Surplus analysis of Sparre Andersen insurance risk processes (Q680027) (← links)
• On the probability of ruin in the compound Poisson risk model with potentially delayed claims (Q742099) (← links)
• Some aging properties involved with compound geometric distributions (Q746053) (← links)
• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
• On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
• The expected discounted penalty at ruin in the risk process with random income (Q849761) (← links)
• Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process (Q861406) (← links)
• A note on a class of delayed renewal risk processes (Q868319) (← links)
• Weak convergence approach to compound Poisson risk processes perturbed by diffusion (Q882867) (← links)
• On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
• On ruin for the Erlang \((n)\) risk process (Q977146) (← links)
• A note on the compound binomial model with randomized dividend strategy (Q990672) (← links)
• On the discounted penalty function in the renewal risk model with general interclaim times (Q997079) (← links)
• The compound Poisson risk model with multiple thresholds (Q998276) (← links)
• Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
• The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
• On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
• On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
• On the time to ruin for Erlang(2) risk processes. (Q1413289) (← links)
• A generalized defective renewal equation for the surplus process perturbed by diffusion. (Q1413299) (← links)
• On the expected discounted penalty function at ruin of a surplus process with interest. (Q1413325) (← links)
• Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328) (← links)
• The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337) (← links)
• How many claims does it take to get ruined and recovered? (Q1413355) (← links)
• On the moments of the surplus process perturbed by diffusion. (Q1413363) (← links)
• The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (Q1413408) (← links)
• On the expectations of the present values of the time of ruin perturbed by diffusion. (Q1413409) (← links)
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
• The expected discounted penalty at ruin in the Erlang (2) risk process (Q1779678) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
• On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (Q1958723) (← links)
• Combinatorial and algebraic enumeration: a survey of the work of Ian P. Goulden and David M. Jackson (Q2109218) (← links)