## Found 37 Documents (Results 1–37)

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### The risk model with stochastic premiums and a multi-layer dividend strategy. (English)Zbl 1427.91240

MSC:  91G05 60K10
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### The risk model with stochastic premiums, dependence and a threshold dividend strategy. (English)Zbl 1410.91284

MSC:  91B30 60G55 62P05 35R09
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### Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang. (English)Zbl 1335.91037

MSC:  91B30 60K10
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### On the integrated tail of the deficit in the renewal risk model. (English)Zbl 1319.60171

MSC:  60K05 91B30
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### On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula. (English)Zbl 1401.91107

MSC:  91B30 60K05 62H05
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### Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts. (English)Zbl 1262.91094

MSC:  91B30 60K30 60K99
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### The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process. (English)Zbl 1268.91085

MSC:  91B30 60G15 60K10
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### The maximum surplus distribution before ruin in an Erlang($$n$$) risk process perturbed by diffusion. (English)Zbl 1237.91145

MSC:  91B30 60K10
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MSC:  91B30
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### Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. (English)Zbl 1231.91243

MSC:  91B30 60K05 62E20
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### Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims. (English)Zbl 1231.91153

MSC:  91B30 60K10
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### The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims. (English)Zbl 1232.91356

MSC:  91B30 60K10 45J05
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### On the renewal risk model under a threshold strategy. (English)Zbl 1170.91014

MSC:  91B30 91B70
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### Asymptotics for solutions of a defective renewal equation with applications. (English)Zbl 1156.60071

MSC:  60K05 60K30 60K10
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### The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model. (English)Zbl 1480.91079

MSC:  91B05 60K10
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MSC:  91B30
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### The joint density of the surplus before and after ruin in the Sparre Andersen model. (English)Zbl 1132.60061

MSC:  60K10 91B30 60K05
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MSC:  62G35
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### Approximations for the Gerber-Shiu expected discounted penalty function in the compound Poisson risk model. (English)Zbl 1122.60076

MSC:  60K10 91B30 60K05
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### Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process. (English)Zbl 1261.62092

MSC:  62P05 45J99
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### On a class of discrete time renewal risk models. (English)Zbl 1142.91043

MSC:  91B30 60K15
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MSC:  91B30
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### On the discounted penalty function in a Markov-dependent risk model. (English)Zbl 1129.91023

MSC:  91B30 60K15 60K20
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MSC:  91B30
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### Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model. With discussions. (English)Zbl 1085.60517

MSC:  60K10 60K05
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### On a general class of renewal risk process: analysis of the Gerber-Shiu function. (English)Zbl 1077.60063

MSC:  60K10 60K05 91B30
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### On the expected discounted penalty functions for two classes of risk processes. (English)Zbl 1122.91040

MSC:  91B30 45J05 60G55 65C20
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MSC:  91B30
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### On ruin for the Erlang $$(n)$$ risk process. (English)Zbl 1188.91089

MSC:  91B30 60K05 62K10
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### A note on a class of delayed renewal risk processes. (English)Zbl 1114.60068

MSC:  60K05 60K10 91B30
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### On a class of renewal risk models with a constant dividend barrier. (English)Zbl 1122.91345

MSC:  91B30 60K10
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MSC:  91B30
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### On the discounted distribution functions for the Erlang(2) risk process. (English)Zbl 1215.62114

MSC:  62P05 91B30 60K05
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### On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (English)Zbl 1054.60017

MSC:  60E05 91B30
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### The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (English)Zbl 1043.60036

MSC:  60G50 91B30
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### The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (English)Zbl 1072.91027

MSC:  91B30 60K05 91B28
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