Limit theorems for the present value of the surplus of an insurance portfolio (Q1824975): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0167-6687(88)90106-0 / rank | |||
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| Property / OpenAlex ID: W1995616552 / rank | |||
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| Property / cites work: Upper bounds on ruin probabilities in case of negative loadings and positive interest rates / rank | |||
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| Property / cites work: Point processes and queues. Martingale dynamics / rank | |||
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| Property / cites work: Classical risk theory in an economic environment / rank | |||
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Latest revision as of 11:07, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for the present value of the surplus of an insurance portfolio |
scientific article |
Statements
Limit theorems for the present value of the surplus of an insurance portfolio (English)
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1988
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classical and present value risk
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surplus processes
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equal integrability
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compound Poisson process
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macro-economic factors
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interest
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inflation
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