On the time value of absolute ruin with debit interest (Q3590742): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2063336570
@@ Property / OpenAlex ID: W2063336570 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4379506
@@ Property / cites work: Q4379506 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and penalty functions with stochastic rates of interest
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function at ruin of a surplus process with interest.
+Normal rank
@@ Property / cites work @@
+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
+Normal rank
@@ Property / cites work @@
+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
+Normal rank
@@ Property / cites work @@
+The effect of interest on negative surplus
@@ Property / cites work: The effect of interest on negative surplus / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin estimation for a general insurance risk model
+Normal rank
@@ Property / cites work @@
+Ruin estimates for large claims
@@ Property / cites work: Ruin estimates for large claims / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Q4890882
@@ Property / cites work: Q4890882 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4004226
@@ Property / cites work: Q4004226 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
+Normal rank
@@ Property / cites work @@
+Nonexponential asymptotics for the solutions of renewal equations, with applications
+Normal rank