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Browsing by Author Landriault, D

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Showing results 1 to 11 of 11

	Title	Author(s)	Issue Date
	Analysis of a generalized penalty function in a semi-Markovian risk model Journal:North American Actuarial Journal	Cheung, ECK Landriault, D	2009
	Dependent risk models with bivariate phase-type distributions Journal:Journal of Applied Probability	Badescu, AL Cheung, ECK Landriault, D	2009
	A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model Journal:Insurance: Mathematics and Economics	Cheung, ECK Landriault, D	2010
	Gerber-Shiu analysis with a generalized penalty function Journal:Scandinavian Actuarial Journal	Cheung, ECK Landriault, D Willmot, GE Woo, JK	2010
	A note on deficit analysis in dependency models involving Coxian claim amounts Journal:Scandinavian Actuarial Journal	Landriault, D Lee, WY Willmot, GE Woo, JK	2014
	On a generalization of the risk model with Markovian claim arrivals Journal:Stochastic Models	Cheung, ECK Landriault, D Badescu, AL	2011
	On a Risk Model with Surplus-dependent Premium and Tax Rates Journal:Methodology and Computing in Applied Probability	Cheung, ECK Landriault, D	2012
	On orderings and bounds in a generalized Sparre Andersen risk model Proceeding/Conference:Applied Stochastic Models in Business and Industry	Cheung, ECK Landriault, D Willmot, GE Woo, JK	2011
	Perturbed MAP risk models with dividend barrier strategies Journal:Journal of Applied Probability	Cheung, ECK Landriault, D	2009
	Poissonian potential measures for Lévy risk models Journal:Insurance: Mathematics and Economics	Landriault, D Li, B Wong, JTY Xu, D	2018
	Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models Journal:Insurance: Mathematics and Economics	Cheung, ECK Landriault, D Willmot, GE Woo, JK	2010

Showing results 1 to 11 of 11