-
2
-
-
84857400003
-
Risk theory in a Markovian environment
-
S. Asmussen Risk theory in a Markovian environment Scand. Actuarial J. 1989 69-100
-
(1989)
Scand. Actuarial J.
, pp. 69-100
-
-
Asmussen, S.1
-
3
-
-
85011164085
-
Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process
-
Y. Cheng Q. Tang Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process North Am. Actuarial J. 7 1 2003 1-12
-
(2003)
North Am. Actuarial J.
, vol.7
, Issue.1
, pp. 1-12
-
-
Cheng, Y.1
Tang, Q.2
-
4
-
-
85011195853
-
On a class of renewal risk process
-
D.C.M. Dickson On a class of renewal risk process North Am. Actuarial J. 2 3 1998 60-68
-
(1998)
North Am. Actuarial J.
, vol.2
, Issue.3
, pp. 60-68
-
-
Dickson, D.C.M.1
-
5
-
-
0842303739
-
The joint distribution of the surplus prior to ruin and deficit at ruin in some Sparre Andersen models
-
D.C.M. Dickson S. Drekic The joint distribution of the surplus prior to ruin and deficit at ruin in some Sparre Andersen models Insurance: Math. Econ. 34 1 2004 97-107
-
(2004)
Insurance: Math. Econ.
, vol.34
, Issue.1
, pp. 97-107
-
-
Dickson, D.C.M.1
Drekic, S.2
-
6
-
-
0032112168
-
Ruin probabilities for Erlang(2) risk process
-
D.C.M. Dickson C. Hipp Ruin probabilities for Erlang(2) risk process Insurance: Math. Econ. 22 1998 251-262
-
(1998)
Insurance: Math. Econ.
, vol.22
, pp. 251-262
-
-
Dickson, D.C.M.1
Hipp, C.2
-
7
-
-
0041865386
-
On the time to ruin for Erlang(2) risk process
-
D.C.M. Dickson C. Hipp On the time to ruin for Erlang(2) risk process Insurance: Math. Econ. 29 2001 333-344
-
(2001)
Insurance: Math. Econ.
, vol.29
, pp. 333-344
-
-
Dickson, D.C.M.1
Hipp, C.2
-
8
-
-
85011128751
-
Discussion of Yebin Cheng and Qihe Tang's 'Moments of the surplus before ruin and the deficit at ruin'
-
H.U. Gerber E.S.W. Shiu Discussion of Yebin Cheng and Qihe Tang's 'Moments of the surplus before ruin and the deficit at ruin' North Am. Actuarial J. 7 3 2003 117-119
-
(2003)
North Am. Actuarial J.
, vol.7
, Issue.3
, pp. 117-119
-
-
Gerber, H.U.1
Shiu, E.S.W.2
-
9
-
-
0842295080
-
Discussion of Yebin Cheng and Qihe Tang's 'Moments of the surplus before ruin and the deficit at ruin'
-
H.U. Gerber E.S.W. Shiu Discussion of Yebin Cheng and Qihe Tang's 'Moments of the surplus before ruin and the deficit at ruin' North Am. Actuarial J. 7 4 2003 96-101
-
(2003)
North Am. Actuarial J.
, vol.7
, Issue.4
, pp. 96-101
-
-
Gerber, H.U.1
Shiu, E.S.W.2
-
10
-
-
16844381682
-
The time value of ruin in a Sparre Andersen model
-
Gerber, H.U., Shiu, E.S.W., 2005. The time value of ruin in a Sparre Andersen model. North Am. Actuarial J. 9 (2).
-
(2005)
North Am. Actuarial J.
, vol.9
, Issue.2
-
-
Gerber, H.U.1
Shiu, E.S.W.2
-
11
-
-
85011164245
-
Discussion of Yebin Cheng and Qihe Tang's 'Moments of the surplus before ruin and the deficit at ruin'
-
S. Li Discussion of Yebin Cheng and Qihe Tang's 'Moments of the surplus before ruin and the deficit at ruin' North Am. Actuarial J. 7 3 2003 119-122
-
(2003)
North Am. Actuarial J.
, vol.7
, Issue.3
, pp. 119-122
-
-
Li, S.1
-
12
-
-
2642568315
-
On ruin for Erlang(n) risk process
-
S. Li J. Garrido On ruin for Erlang(n) risk process Insurance: Math. Econ. 34 3 2004 391-408
-
(2004)
Insurance: Math. Econ.
, vol.34
, Issue.3
, pp. 391-408
-
-
Li, S.1
Garrido, J.2
-
13
-
-
85011164254
-
Discussion of Yebin Cheng and Qihe Tangs 'Moments of the surplus before ruin and the deficit at ruin'
-
X.S. Lin Discussion of Yebin Cheng and Qihe Tang's 'Moments of the surplus before ruin and the deficit at ruin' North Am. Actuarial J. 7 3 2003 122-124
-
(2003)
North Am. Actuarial J.
, vol.7
, Issue.3
, pp. 122-124
-
-
Lin, X.S.1
-
14
-
-
0842325242
-
On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes
-
L. Sun L. Yang On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes Insurance: Math. Econ. 34 2004 121-125
-
(2004)
Insurance: Math. Econ.
, vol.34
, pp. 121-125
-
-
Sun, L.1
Yang, L.2
-
15
-
-
0036192793
-
A generalized defective renewal equation for the surplus process perturbed by diffusion
-
C.C.L. Tsai G.E. Willmot A generalized defective renewal equation for the surplus process perturbed by diffusion Insurance: Math. Econ. 30 1 2002 51-66
-
(2002)
Insurance: Math. Econ.
, vol.30
, Issue.1
, pp. 51-66
-
-
Tsai, C.C.L.1
Willmot, G.E.2
-
16
-
-
0037131287
-
On a correlated aggregate claims model with Poisson and Erlang risk processes
-
K.C. Yuen J. Guo X. Wu On a correlated aggregate claims model with Poisson and Erlang risk processes Insurance: Math. Econ. 31 2002 205-214
-
(2002)
Insurance: Math. Econ.
, vol.31
, pp. 205-214
-
-
Yuen, K.C.1
Guo, J.2
Wu, X.3
|