Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

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

8 references·1 citing·23 second hop

FromToDepth

this work references cited by second hop

References

1983The Single Server Queue844 cited
1998On the Time Value of Ruin786 cited
1966Observing Stochastic Processes, and Approximate Transform Inversion429 cited
2001On the time to ruin for Erlang(2) risk processes260 cited
2004On ruin for the Erlang(n) risk process252 cited
2005The Time Value of Ruin in a Sparre Andersen Model241 cited
2005On a general class of renewal risk process: analysis of the Gerber-Shiu function106 cited
2006On the discounted penalty function in the renewal risk model with general interclaim times91 cited

Cited by

2009An algebraic operator approach to the analysis of Gerber–Shiu functions40 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work