Showing results 5 to 11 of 11
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Title | Author(s) | Issue Date | |
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A note on deficit analysis in dependency models involving Coxian claim amounts Journal:Scandinavian Actuarial Journal | 2014 | ||
On a generalization of the risk model with Markovian claim arrivals Journal:Stochastic Models | 2011 | ||
On a Risk Model with Surplus-dependent Premium and Tax Rates Journal:Methodology and Computing in Applied Probability | 2012 | ||
On orderings and bounds in a generalized Sparre Andersen risk model Proceeding/Conference:Applied Stochastic Models in Business and Industry | 2011 | ||
Perturbed MAP risk models with dividend barrier strategies Journal:Journal of Applied Probability | 2009 | ||
Poissonian potential measures for Lévy risk models Journal:Insurance: Mathematics and Economics | 2018 | ||
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models Journal:Insurance: Mathematics and Economics | 2010 |