Ruin problems in risk models with dependent rates of interest (Q997240): Difference between revisions

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-Qi-Bing Gao
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-Yao-hua Wu
@@ Property / author: Yao-hua Wu / rank @@
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-Chun-hua Zhu
@@ Property / author: Chun-hua Zhu / rank @@
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+Qi-Bing Gao
@@ Property / author: Qi-Bing Gao / rank @@
+Normal rank
@@ Property / author @@
+Yao-hua Wu
@@ Property / author: Yao-hua Wu / rank @@
+Normal rank
@@ Property / author @@
+Chun-hua Zhu
@@ Property / author: Chun-hua Zhu / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2006.11.013
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+W2047303363
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@@ Property / cites work @@
+Ruin probabilities with dependent rates of interest
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+Ruin probabilities and penalty functions with stochastic rates of interest
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+Non-exponential Bounds for Ruin Probability with Interest Effect Included
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+Publication:997240