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

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+Q5558293
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+Q4379506
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+Q4726487
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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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+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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+Martingales and insurance risk
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+The effect of interest on negative surplus
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+Ruin estimation for a general insurance risk model
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+Ruin estimates for large claims
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+Q4343010
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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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+On the Time Value of Ruin
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+Q4890882
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+Q4004226
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+Ruin estimates under interest force
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+Nonexponential asymptotics for the solutions of renewal equations, with applications
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