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On ruin for the Erlang(n) risk process · Study

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ArticleOn ruin for the Erlang(n) risk process

Shuanming Li2004

Article2004

On ruin for the Erlang(n) risk process

Shuanming Li · José Garrido

252 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Probability and Statistical Research

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References

1998On the Time Value of Ruin 1976Stochastic Processes in Queueing Theory 2001On the time to ruin for Erlang(2) risk processes

Cited by

2005The Time Value of Ruin in a Sparre Andersen Model 2006On a risk model with dependence between interclaim arrivals and claim sizes 2005The compound Poisson risk model with a threshold dividend strategy 2008On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula 2004On a class of renewal risk models with a constant dividend barrier 2005On the discounted penalty function in a Markov-dependent risk model 2005On a general class of renewal risk process: analysis of the Gerber-Shiu function 2011Randomized observation periods for the compound Poisson risk model: the discounted penalty function

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2014Fluctuations of Lévy Processes with Applicationsbook · 2 shared references 2012The Theory of Scale Functions for Spectrally Negative Lévy Processeschapter · 2 shared references 2005The Time Value of Ruin in a Sparre Andersen Modelarticle · 2 shared references 2003The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty functionarticle · 2 shared references 2006On a risk model with dependence between interclaim arrivals and claim sizesarticle · 2 shared references 2005The compound Poisson risk model with a threshold dividend strategyarticle · 2 shared references

Details

Year2004

Typearticle

Published2004-03-23

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations252

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2004.01.002

openalex_workW1973085653

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