Approximation for ruin probability in the Sparre Andersen model with interest (Q2431955): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-006-0309-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2045988564
@@ Property / OpenAlex ID: W2045988564 / rank @@
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function at ruin of a surplus process with interest.
+Normal rank
@@ Property / cites work @@
+Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and penalty functions with stochastic rates of interest
+Normal rank
@@ Property / cites work @@
+Recursive calculation of time to ruin distributions.
+Normal rank
@@ Property / cites work @@
+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
+Normal rank
@@ Property / cites work @@
+Q3622296
@@ Property / cites work: Q3622296 / rank @@
+Normal rank
@@ Property / cites work @@
+RPA pathwise derivative estimation of ruin probabilities
+Normal rank