Bounds for the Ruin Probability of a Discrete-Time Risk Process (Q3621150): Difference between revisions

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+https://doi.org/10.1239/jap/1238592119
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+W2051474594
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+Q4379506
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@@ Property / cites work @@
+Ruin probabilities with dependent rates of interest
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+Ruin probabilities with a Markov chain interest model
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+Aspects of risk theory
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+Markov control processes with randomized discounted cost
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+Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
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+Q4255598
@@ Property / cites work: Q4255598 / rank @@
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+On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability
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+Q5434181
@@ Property / cites work: Q5434181 / rank @@
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+Lundberg approximations for compound distributions with insurance applications
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