Found 15 Documents (Results 1–15)
Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy. (English) Zbl 1321.60167
On the expected discounted penalty function in a delayed-claims risk model. (English) Zbl 1355.60111
Joint distributions of some actuarial random vectors for the Cox risk model. (English) Zbl 1286.91069
MSC:
91B30
62P05
The hitting time for a Cox risk process. (English) Zbl 1235.91110
MSC:
91B30
60K20
Joint and supremum distributions in the compound binomial model with Markovian environment. (English) Zbl 1249.91061
MSC:
91B30
62P05
Ruin probability and joint distributions of some actuarial random vectors in the compound Pascal model. (English) Zbl 1211.91149
Reviewer: Nikolaos Halidias (Athens)
Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. (English) Zbl 1231.91243
On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model. (English) Zbl 1483.91199
MSC:
91G05
The distribution of the first \(\beta\) point in the classical risk model with interest. (English) Zbl 1283.60026
Joint distributions of some actuarial random vectors in the compound binomial model. (English) Zbl 1107.60303
MSC:
60E05
91B30
When does surplus reach a certain level before ruin? (English) Zbl 1117.91387
MSC:
91B30
60G51
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