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On ruin for the Erlang(n) risk process

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References

1998On the Time Value of Ruin786 cited
1976Stochastic Processes in Queueing Theory674 cited
2001On the time to ruin for Erlang(2) risk processes260 cited

Cited by

2005The Time Value of Ruin in a Sparre Andersen Model241 cited
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2005The compound Poisson risk model with a threshold dividend strategy167 cited
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2005On the discounted penalty function in a Markov-dependent risk model107 cited
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2011Randomized observation periods for the compound Poisson risk model: the discounted penalty function100 cited
2005The finite-time ruin probability of the compound Poisson model with constant interest force99 cited
2013An Insurance Risk Model with Parisian Implementation Delays90 cited
2009Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models79 cited

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2007

The compound Poisson risk model with multiple thresholds

78 cited

2005On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times78 cited

2004Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation78 cited

2007On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution64 cited

2009Analysis of ruin measures for the classical compound Poisson risk model with dependence60 cited