CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (Q2746365): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3868650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aspects of risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4229047 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion approximations in collective risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled diffusion models for optimal dividend pay-out / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin theory with compounding assets -- a survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin theory with stochastic return on investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations for ruin probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations for compounded risk reserves / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3969647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin problems with compounding assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Revision as of 20:21, 3 June 2024

scientific article
Language Label Description Also known as
English
CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE
scientific article

    Statements

    CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (English)
    0 references
    0 references
    0 references
    10 October 2001
    0 references
    0 references
    martingale
    0 references
    stochastic differential equation
    0 references
    reverse processes
    0 references
    ruin probability
    0 references