Ruin theory for the risk process described by PDMPs (Q1873582): Difference between revisions
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Property / author: Guo-jing Wang / rank | |||
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Property / author: Rong Wu / rank | |||
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Property / author: Guo-jing Wang / rank | |||
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Property / author: Rong Wu / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1007/s10255-003-0081-7 / rank | |||
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Property / OpenAlex ID: W1993230213 / rank | |||
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Property / cites work: Martingales and insurance risk / rank | |||
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Property / cites work: Q3136505 / rank | |||
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Property / cites work: Q3680030 / rank | |||
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Property / cites work: Finite-time Lundberg inequalities in the Cox case / rank | |||
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Property / cites work: Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion / rank | |||
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Property / cites work: Aspects of risk theory / rank | |||
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Property / cites work: Ruin problems with compounding assets / rank | |||
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Property / cites work: Some distributions for classical risk process that is perturbed by diffusion / rank | |||
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Latest revision as of 17:04, 5 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Ruin theory for the risk process described by PDMPs |
scientific article |
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Ruin theory for the risk process described by PDMPs (English)
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16 November 2003
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risk process
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survivor function
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ruin probability
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integro-differential equation
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supremum distribution before ruin
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