Showing results 2 to 9 of 9
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Title | Author(s) | Issue Date | |
---|---|---|---|
A note on deficit analysis in dependency models involving Coxian claim amounts Journal:Scandinavian Actuarial Journal | 2014 | ||
On orderings and bounds in a generalized Sparre Andersen risk model Proceeding/Conference:Applied Stochastic Models in Business and Industry | 2011 | ||
2015 | |||
On the analysis of a general class of dependent risk processes Journal:Insurance: Mathematics and Economics | 2012 | ||
On the class of erlang mixtures with risk theoretic applications Journal:North American Actuarial Journal | 2007 | ||
2013 | |||
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models Journal:Insurance: Mathematics and Economics | 2010 | ||
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts Journal:Insurance: Mathematics and Economics | 2010 |