Pages that link to "Item:Q5440643"
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The following pages link to The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643):
Displaying 11 items.
- On the expected discounted penalty function for risk process with tax (Q631560) (← links)
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
- The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
- The surpluses immediately before and at ruin, and the amount of the claim causing ruin (Q1121630) (← links)
- Ruin problems and dual events (Q1329415) (← links)
- The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675) (← links)
- On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058) (← links)
- A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
- The joint density of the time to ruin and the deficit at ruin for a Sparre Andersen risk model (Q5166204) (← links)