Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model
Author:
Publisher
Wiley
Subject
Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/asmb.899/fullpdf
Reference11 articles.
1. On the discounted penalty function in a Markov-dependent risk model;Albrecher;Insurance: Mathematics and Economics,2005
2. The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model;Ren;North American Actuarial Journal,2007
3. Discussion of ‘The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model’;Li;North American Actuarial Journal,2008
4. The distribution of total dividend payments in a Sparre Andersen model;Li;Statistics and Probability Letters,2009
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2. Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times;Scandinavian Actuarial Journal;2018-10
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