Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323): Difference between revisions

@@ Property / author @@
-Hanspeter Schmidli
@@ Property / author: Hanspeter Schmidli / rank @@
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@@ Property / author @@
+Hanspeter Schmidli
@@ Property / author: Hanspeter Schmidli / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0167-6687(94)00017-4
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+W2046381198
@@ Property / OpenAlex ID: W2046381198 / rank @@
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@@ Property / cites work @@
+Large claims approximations for risk processes in a Markovian environment
+Normal rank
@@ Property / cites work @@
+Exponential inequalities for ruin probabilities in the Cox case
+Normal rank
@@ Property / cites work @@
+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
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@@ Property / cites work @@
+Q3680030
@@ Property / cites work: Q3680030 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3136505
@@ Property / cites work: Q3136505 / rank @@
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@@ Property / cites work @@
+Risk theory for the compound Poisson process that is perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin estimation for a general insurance risk model
+Normal rank
@@ Property / cites work @@
+Finite-time Lundberg inequalities in the Cox case
@@ Property / cites work: Finite-time Lundberg inequalities in the Cox case / rank @@
+Normal rank
@@ Property / cites work @@
+Q5637709
@@ Property / cites work: Q5637709 / rank @@
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@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
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@@ Property / cites work @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
+Normal rank
@@ Property / cites work @@
+Q4187050
@@ Property / cites work: Q4187050 / rank @@
+Normal rank