Matches in SemOpenAlex for { <https://semopenalex.org/work/W2068143889> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W2068143889 abstract "Abstract In this paper, we study the Gerber–Shiu expected discounted penalty function in a Sparre Andersen risk model probabilistically. This is implemented through the modified random walk defined herein. As a result, we derive explicit formulas for the discounted probability of ruin and the discounted distribution of the deficit at ruin when the distribution of the interclaim times is arbitrary and the distribution of claim sizes is phase-type. In addition, we provide iterative schemes for evaluating the formulas." @default.
- W2068143889 created "2016-06-24" @default.
- W2068143889 creator A5068561889 @default.
- W2068143889 date "2009-02-01" @default.
- W2068143889 modified "2023-09-25" @default.
- W2068143889 title "A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model" @default.
- W2068143889 cites W1981137970 @default.
- W2068143889 cites W1991252452 @default.
- W2068143889 cites W1996828165 @default.
- W2068143889 cites W2021047139 @default.
- W2068143889 cites W2025758124 @default.
- W2068143889 cites W2032086247 @default.
- W2068143889 cites W2032268355 @default.
- W2068143889 cites W2056528394 @default.
- W2068143889 cites W2066633620 @default.
- W2068143889 cites W2073891680 @default.
- W2068143889 cites W2076862528 @default.
- W2068143889 cites W2082360210 @default.
- W2068143889 cites W2128005148 @default.
- W2068143889 cites W2168027296 @default.
- W2068143889 cites W2313961709 @default.
- W2068143889 cites W2317997851 @default.
- W2068143889 cites W2751862591 @default.
- W2068143889 doi "https://doi.org/10.1016/j.spl.2008.08.015" @default.
- W2068143889 hasPublicationYear "2009" @default.
- W2068143889 type Work @default.
- W2068143889 sameAs 2068143889 @default.
- W2068143889 citedByCount "0" @default.
- W2068143889 crossrefType "journal-article" @default.
- W2068143889 hasAuthorship W2068143889A5068561889 @default.
- W2068143889 hasConcept C105795698 @default.
- W2068143889 hasConcept C110121322 @default.
- W2068143889 hasConcept C126255220 @default.
- W2068143889 hasConcept C13355873 @default.
- W2068143889 hasConcept C134306372 @default.
- W2068143889 hasConcept C144237770 @default.
- W2068143889 hasConcept C149782125 @default.
- W2068143889 hasConcept C18903297 @default.
- W2068143889 hasConcept C2524010 @default.
- W2068143889 hasConcept C2777299769 @default.
- W2068143889 hasConcept C28826006 @default.
- W2068143889 hasConcept C29859451 @default.
- W2068143889 hasConcept C2986432223 @default.
- W2068143889 hasConcept C33923547 @default.
- W2068143889 hasConcept C6180225 @default.
- W2068143889 hasConcept C86803240 @default.
- W2068143889 hasConceptScore W2068143889C105795698 @default.
- W2068143889 hasConceptScore W2068143889C110121322 @default.
- W2068143889 hasConceptScore W2068143889C126255220 @default.
- W2068143889 hasConceptScore W2068143889C13355873 @default.
- W2068143889 hasConceptScore W2068143889C134306372 @default.
- W2068143889 hasConceptScore W2068143889C144237770 @default.
- W2068143889 hasConceptScore W2068143889C149782125 @default.
- W2068143889 hasConceptScore W2068143889C18903297 @default.
- W2068143889 hasConceptScore W2068143889C2524010 @default.
- W2068143889 hasConceptScore W2068143889C2777299769 @default.
- W2068143889 hasConceptScore W2068143889C28826006 @default.
- W2068143889 hasConceptScore W2068143889C29859451 @default.
- W2068143889 hasConceptScore W2068143889C2986432223 @default.
- W2068143889 hasConceptScore W2068143889C33923547 @default.
- W2068143889 hasConceptScore W2068143889C6180225 @default.
- W2068143889 hasConceptScore W2068143889C86803240 @default.
- W2068143889 hasLocation W20681438891 @default.
- W2068143889 hasOpenAccess W2068143889 @default.
- W2068143889 hasPrimaryLocation W20681438891 @default.
- W2068143889 hasRelatedWork W1979036496 @default.
- W2068143889 hasRelatedWork W1993134380 @default.
- W2068143889 hasRelatedWork W1993307223 @default.
- W2068143889 hasRelatedWork W2013448211 @default.
- W2068143889 hasRelatedWork W2019600366 @default.
- W2068143889 hasRelatedWork W2028312265 @default.
- W2068143889 hasRelatedWork W2042158933 @default.
- W2068143889 hasRelatedWork W2043720915 @default.
- W2068143889 hasRelatedWork W2066332436 @default.
- W2068143889 hasRelatedWork W2069605064 @default.
- W2068143889 hasRelatedWork W2073930170 @default.
- W2068143889 hasRelatedWork W2075917219 @default.
- W2068143889 hasRelatedWork W2077473002 @default.
- W2068143889 hasRelatedWork W2078772609 @default.
- W2068143889 hasRelatedWork W2083275020 @default.
- W2068143889 hasRelatedWork W2123630733 @default.
- W2068143889 hasRelatedWork W2128516647 @default.
- W2068143889 hasRelatedWork W2132051267 @default.
- W2068143889 hasRelatedWork W2136547856 @default.
- W2068143889 hasRelatedWork W2014973593 @default.
- W2068143889 isParatext "false" @default.
- W2068143889 isRetracted "false" @default.
- W2068143889 magId "2068143889" @default.
- W2068143889 workType "article" @default.