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On the dual risk model with Parisian implementation delays in dividend payments
Online Contents | 2017| -
A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Online Contents | 2013| -
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
Online Contents | 2011| -
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
Taylor & Francis Verlag | 2016| -
On a generalization of the Gerber–Shiu function to path-dependent penalties
Online Contents | 2010| -
De Finetti’s optimal dividends problem with an affine penalty function at ruin
Online Contents | 2010| -
Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
Taylor & Francis Verlag | 2019| -
Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
British Library Online Contents | 2019| -
Randomized observation periods for the compound Poisson risk model: the discounted penalty function
Taylor & Francis Verlag | 2013|
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