Ruin probabilities with random rates of interest (Q3415571): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s11741-006-0116-4 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1991012150 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Probability of ruin with variable premium rate in a Markovian environment / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Ruin probabilities with dependent rates of interest / 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 risk proportional to the free reserve and securitization / rank | |||
Normal rank |
Latest revision as of 11:41, 25 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ruin probabilities with random rates of interest |
scientific article |
Statements
Ruin probabilities with random rates of interest (English)
0 references
19 January 2007
0 references
ruin theory
0 references
credit risk
0 references
currency risk
0 references
deviating arguments
0 references
random rates of interest
0 references