Total Duration of Negative Surplus for the Risk Process with Constant Interest Force (Q5430135): Difference between revisions

@@ 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/10.1080/07362990701568213
+Normal rank
@@ Property / OpenAlex ID @@
+W2170800596
@@ Property / OpenAlex ID: W2170800596 / 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 @@
+On the distribution of surplus immediately after ruin under interest force
+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 a joint distribution for the risk process with constant interest force
+Normal rank
@@ Property / cites work @@
+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
+Normal rank
@@ Property / cites work @@
+When does the surplus reach a given target?
@@ Property / cites work: When does the surplus reach a given target? / rank @@
+Normal rank
@@ Property / cites work @@
+How long is the surplus below zero?
@@ Property / cites work: How long is the surplus below zero? / rank @@
+Normal rank
@@ Property / cites work @@
+On some measures of the severity of ruin in the classical Poisson model
+Normal rank
@@ Property / cites work @@
+On occupation times for a risk process with reserve-dependent premium
+Normal rank
@@ Property / cites work @@
+Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+Occupation measure and local time of classical risk processes
+Normal rank