On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments (Q5421588): Difference between revisions

@@ Property / author @@
-Chun-sheng Zhang
@@ Property / author: Chun-sheng Zhang / rank @@
-Normal rank
@@ Property / author @@
+Chun-sheng Zhang
@@ Property / author: Chun-sheng Zhang / rank @@
+Normal rank
@@ 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/10.1080/15326340701471174
+Normal rank
@@ Property / OpenAlex ID @@
+W2021335316
@@ Property / OpenAlex ID: W2021335316 / rank @@
+Normal rank
@@ Property / cites work @@
+Classical risk theory in an economic environment
@@ Property / cites work: Classical risk theory in an economic environment / 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 @@
+Present value distributions with applications to ruin theory and stochastic equations
+Normal rank
@@ Property / cites work @@
+Ruin problems with compounding assets
@@ Property / cites work: Ruin problems with compounding assets / rank @@
+Normal rank
@@ Property / cites work @@
+Transient Distribution of the Length of<i>GI</i>/<i>G</i>/<i>N</i>Queueing Systems
+Normal rank
@@ Property / cites work @@
+Ruin problems with assets and liabilities of diffusion type
+Normal rank
@@ Property / cites work @@
+Risk theory in a stochastic economic environment
@@ Property / cites work: Risk theory in a stochastic economic environment / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
+Normal rank
@@ Property / cites work @@
+Distributions for the risk process with a stochastic return on investments.
+Normal rank
@@ Property / cites work @@
+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
+Normal rank
@@ Property / cites work @@
+Ruin probabilities for a~risk process with stochastic return on investments.
+Normal rank
@@ Property / cites work @@
+The joint density function of three characteristics on jump-diffusion risk process.
+Normal rank