## Found 42 Documents (Results 1–42)

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### An insurance risk process with a generalized income process: a solvency analysis. (English)Zbl 1466.91272

MSC:  91G05 60K10
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### Maximum surplus and $$R_n$$ class of distributions with an application to dividends. (English)Zbl 1433.91145

MSC:  91G05 60K10 45K05
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### Parisian types of ruin probabilities for a class of dependent risk-reserve processes. (English)Zbl 1418.91230

MSC:  91B30 60G51 62P05
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### Discounted aggregate claim costs until ruin in the discrete-time renewal risk model. (English)Zbl 1411.91324

MSC:  91B30 60K10
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### A threshold-based risk process with a waiting period to pay dividends. (English)Zbl 1412.60064

MSC:  60G50 60K05 91B30 62P05
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### Dividend barrier strategy: proceed with caution. (English)Zbl 1419.91382

MSC:  91B30 60G51 62P05 60K10
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### Surplus analysis of Sparre Andersen insurance risk processes. (English)Zbl 1391.91006

Springer Actuarial. Cham: Springer (ISBN 978-3-319-71361-8/hbk; 978-3-319-71362-5/ebook). viii, 225 p. (2017).
MSC:  91-02 91B30 60K10 60K05
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### On the occupation times in a delayed Sparre Andersen risk model with exponential claims. (English)Zbl 1371.91094

MSC:  91B30 62P05 60G51 60K10
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### Ruin probabilities in models of resource management and insurance: a synthesis. (English)Zbl 1398.91311

MSC:  91B30 91B76 60J20 60K10
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### Necessary and sufficient condition for the boundedness of the Gerber-Shiu function in dependent Sparre Andersen model. (English)Zbl 1313.91078

MSC:  91B30 62P05

### Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. (English)Zbl 1293.91095

MSC:  91B30 60G15 60G70
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### On simple ruin expressions in dependent Sparre Andersen risk models. (English)Zbl 1286.91063

MSC:  91B30 60K20
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### The tax identity for Markov additive risk processes. (English)Zbl 1286.91062

MSC:  91B30 60G51 60J75 60K37
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### A note on discounted compound renewal sums under dependency. (English)Zbl 1284.60158

MSC:  60K05 62H05
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### Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. (English)Zbl 1287.91095

MSC:  91B30 91B70 60K05 60G51
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### A generalized penalty function for a class of discrete renewal processes. (English)Zbl 1277.60146

MSC:  60K10 60K15 62P05 91B30
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### Asymptotic results for renewal risk models with risky investments. (English)Zbl 1250.91055

MSC:  91B30 60K05 60J75
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### Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size. (English)Zbl 1218.91090

MSC:  91B30 60K05
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### Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. (English)Zbl 1231.91250

MSC:  91B30 60K05 62P05
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### The first time of reaching the given level before ruin in the generalized Erlang ($$n$$) risk model perturbed by diffusion. (English)Zbl 1240.91065

MSC:  91B30 62P05

### A class of Sparre Andersen risk process. (English)Zbl 1210.91057

MSC:  91B30 60K05
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### Application of difference equations in insurance mathematics and process engineering. (English)Zbl 1263.34110

MSC:  34K25 60G35 34C11

### On the discounted penalty function in a discrete time renewal risk model with general interclaim times. (English)Zbl 1224.91094

MSC:  91B30 62P05
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### The maximum surplus before ruin in the generalized Erlang ($$n$$) risk model perturbed by diffusion. (English)Zbl 1212.91047

MSC:  91B30 62P05

### Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. (English)Zbl 1163.60010

MSC:  60F10 60G50 60G55 62P05 91B30
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### On the number of claims occurring up to ruin in Sparre Andersen model. (English)Zbl 1174.91513

MSC:  91B30 62P05

MSC:  91B30
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MSC:  91B30
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MSC:  91B30
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MSC:  91B30
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### Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models. (English)Zbl 1143.91033

MSC:  91B30 60G40 60K15
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### On a class of discrete time renewal risk models. (English)Zbl 1142.91043

MSC:  91B30 60K15
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MSC:  91B30
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### On a general class of renewal risk process: analysis of the Gerber-Shiu function. (English)Zbl 1077.60063

MSC:  60K10 60K05 91B30
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### On a class of renewal risk models with a constant dividend barrier. (English)Zbl 1122.91345

MSC:  91B30 60K10
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### The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English)Zbl 1103.91369

MSC:  91B30 34K60 60G55
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### The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (English)Zbl 1072.91027

MSC:  91B30 60K05 91B28
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### Compound geometric residual lifetime distributions and the deficit at ruin. (English)Zbl 1039.62097

MSC:  62N05 91B28 62E15 60K10
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### Some applications of the fast Fourier transform algorithm in insurance mathematics. (English)Zbl 0764.62089

MSC:  62P05 65T50 65C99 91B30
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### Computational methods in risk theory: a matrix-algorithmic approach. (English)Zbl 0748.62058

Reviewer: G.Lord (Princeton)
MSC:  62P05 65C99 91B30
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