The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2006.12.003
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+W2078189719
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+Ruin probabilities and penalty functions with stochastic rates of interest
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+Ruin in the perturbed compound Poisson risk process under interest force
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+The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+The Time Value of Ruin in a Sparre Andersen Model
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+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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+On the expectations of the present values of the time of ruin perturbed by diffusion.
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+On the moments of the surplus process perturbed by diffusion.
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+A decomposition of the ruin probability for the risk process perturbed by diffusion
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+Some distributions for classical risk process that is perturbed by diffusion
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+Distributions for the risk process with a stochastic return on investments.
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