On some measures of the severity of ruin in the classical Poisson model (Q1333587): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0167-6687(94)00006-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2079601421
@@ Property / OpenAlex ID: W2079601421 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the surplus prior to ruin
@@ Property / cites work: On the distribution of the surplus prior to ruin / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the claim causing ruin
@@ Property / cites work: On the distribution of the claim causing ruin / rank @@
+Normal rank
@@ Property / cites work @@
+How long is the surplus below zero?
@@ Property / cites work: How long is the surplus below zero? / rank @@
+Normal rank
@@ Property / cites work @@
+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
+Normal rank
@@ Property / cites work @@
+Q5621248
@@ Property / cites work: Q5621248 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+When does the surplus reach a given target?
@@ Property / cites work: When does the surplus reach a given target? / rank @@
+Normal rank