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Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process

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2003The Gerber–Shiu discounted penalty function in the stationary renewal risk model59 cited
2004The discrete stationary renewal risk model and the Gerber–Shiu discounted penalty function54 cited
2005The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion51 cited
2005On a class of discrete time renewal risk models51 cited
2007The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model42 cited
2009An algebraic operator approach to the analysis of Gerber–Shiu functions40 cited
2005Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models35 cited
2012On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula35 cited
2005On the expected discounted penalty functions for two classes of risk processes33 cited