SZodixStudyAcademic Library

Shelves Open access

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

The maximum surplus before ruin in an Erlang(n) risk process and related problems · Study

ArticleShelves

ArticleThe maximum surplus before ruin in an Erlang(n) risk process and related problems

Shuanming Li2006

OA

Articlegreen2006

The maximum surplus before ruin in an Erlang(n) risk process and related problems

Shuanming Li · David C. M. Dickson

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

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 31 citations exist upstream.

References

1991Aspects of Risk Theory 2004On ruin for the Erlang(n) risk process 2004Some Optimal Dividends Problems 2005The Time Value of Ruin in a Sparre Andersen Model 2004On a class of renewal risk models with a constant dividend barrier 1998Ruin probabilities for Erlang(2) risk processes 2005On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times 1998On a Class of Renewal Risk Processes

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2005On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim timesarticle · 5 shared references 2007Risk model with fuzzy random individual claim amountarticle · 4 shared references 2005The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusionarticle · 4 shared references 2016Ruin Time of Uncertain Insurance Risk Processarticle · 4 shared references 2007Constant dividend barrier in a risk model with interclaim-dependent claim sizesarticle · 4 shared references 2007Gerber–Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategyarticle · 4 shared references

Details

Year2006

Typearticle

Published2006-01-20

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations31

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

doi10.1016/j.insmatheco.2005.11.005

openalex_workW2076828186

Links

Imported from OpenAlex (CC0) — nothing here is generated.