9 results
A dual risk model with additive and proportional gains: ruin probability and dividends
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
- Published online by Cambridge University Press:
- 08 February 2023, pp. 549-580
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- June 2023
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On moments of downward passage times for spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 16 November 2022, pp. 452-464
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- June 2023
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DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS
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- ASTIN Bulletin: The Journal of the IAA / Volume 43 / Issue 1 / January 2013
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- 29 April 2013, pp. 39-59
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- January 2013
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The Time to Ruin in Some Additive Risk Models with Random Premium Rates
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 915-938
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- December 2012
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A Two-Dimensional Risk Model with Proportional Reinsurance
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- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
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- 14 July 2016, pp. 749-765
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- September 2011
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The time to ruin for a class of Markov additive risk process with two-sided jumps
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- Advances in Applied Probability / Volume 37 / Issue 4 / December 2005
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- 01 July 2016, pp. 963-992
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- December 2005
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The Density of the Time to Ruin in the Classical Poisson Risk Model
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- ASTIN Bulletin: The Journal of the IAA / Volume 35 / Issue 1 / May 2005
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- 17 April 2015, pp. 45-60
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- May 2005
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Explicit Solutions for Survival Probabilities in the Classical Risk Model
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- ASTIN Bulletin: The Journal of the IAA / Volume 35 / Issue 1 / May 2005
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- 17 April 2015, pp. 113-130
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- May 2005
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Upper bounds on the expected time to ruin and on the expected recovery time
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- Advances in Applied Probability / Volume 36 / Issue 2 / June 2004
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- 01 July 2016, pp. 377-397
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- June 2004
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