Ruin theory with compounding assets -- a survey (Q1265912): Difference between revisions

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+MaRDI publication profile
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+Approximations for the probability of ruin within finite time
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+Phase-type distributions and risk processes with state-dependent premiums
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+Ruin probabilities via local adjustment coefficients
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+Ruin probabilities expressed in terms of storage processes
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+Upper bounds on ruin probabilities in case of negative loadings and positive interest rates
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+Martingales and insurance risk
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+Classical risk theory in an economic environment
@@ Property / cites work: Classical risk theory in an economic environment / rank @@
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+Ruin probabilities with compounding assets
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+Ruin estimation for a general insurance risk model
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+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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+Q5621248
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+Q4404211
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+Present value distributions with applications to ruin theory and stochastic equations
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+Ruin problems with compounding assets
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+Q4856610
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+Stochastic differential equations for ruin probabilities
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+Q3923308
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+Ruin problems with assets and liabilities of diffusion type
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+Risk theory in a stochastic economic environment
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+Sharp conditions for certain ruin in a risk process with stochastic return on investments
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+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
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+Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve
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+Stochastic differential equations. An introduction with applications.
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+On the probability of ruin of risk processes approximated by a diffusion process
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+Q5781688
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+Q4311655
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+Diffusion approximations for a risk process with the possibility of borrowing and investment
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+Q4311656
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+Corrected diffusion approximations in certain random walk problems
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+Ruin estimates under interest force
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+The adjustment function in ruin estimates under interest force
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+Probability of ruin with variable premium rate
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