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Authors
(68)
David C. M. Dickson
11
Steve Drekic
6
Gordon E. Willmot
6
Konstadinos Politis
6
Shuanming Li
4
Journals
(12)
INSUR MATH ECON
18
SCAND ACTUAR J
7
ASTIN BULL
3
LITH MATH J
2
ACTA MATH APPL SINENGL SER
1
Keywords
(5)
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Keywords
sparre andersen model
,sparre andersen model,Sparre Andersen models
sparre andersen model
Publications: 60

Citation Count: 364
Stemming Variations:
Sparre Andersen models
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Publications
(60)
The discounted penalty function with multilayer dividend strategy in the phasetype risk model
Wuyuan Jiang
,
Zhaojun Yang
,
Xinping Li
Published in 2012.
On the complete monotonicity of the compound geometric convolution with applications in risk theory
Sung Nok Chiu
,
Chuancun Yin
Journal:
Scandinavian Actuarial Journal  SCAND ACTUAR J
, vol. aheadofp, no. aheadofp, pp. 19, 2012
A generalized penalty function in Sparre Andersen risk models with surplusdependent premium
(
Citations: 1
)
Eric C. K. Cheung
Journal:
Insurance Mathematics & Economics  INSUR MATH ECON
, vol. 48, no. 3, pp. 384397, 2011
Aggregate claims when their sizes and arrival times are dependent and governed by a general point process
Kristina P. Sendova
Published in 2011.
Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models
(
Citations: 12
)
Eric C. K. Cheung
,
David Landriault
,
Gordon E. Willmot
,
JaeKyung Woo
Journal:
Insurance Mathematics & Economics  INSUR MATH ECON
, vol. 46, no. 1, pp. 117126, 2010