The tax identity in risk theory - a simple proof and an extension (Q1017772): Difference between revisions

@@ Property / author @@
-Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
-Normal rank
@@ Property / author @@
-Sem C. Borst
@@ Property / author: Sem C. Borst / rank @@
-Normal rank
@@ Property / author @@
-Onno J. Boxma
@@ Property / author: Onno J. Boxma / rank @@
-Normal rank
@@ Property / author @@
-J. A. C. Resing
@@ Property / author: J. A. C. Resing / rank @@
-Normal rank
@@ Property / author @@
+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
+Normal rank
@@ Property / author @@
+Sem C. Borst
@@ Property / author: Sem C. Borst / rank @@
+Normal rank
@@ Property / author @@
+Onno J. Boxma
@@ Property / author: Onno J. Boxma / rank @@
+Normal rank
@@ Property / author @@
+J. A. C. Resing
@@ Property / author: J. A. C. Resing / 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/10.1016/j.insmatheco.2008.05.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2149092492
@@ Property / OpenAlex ID: W2149092492 / rank @@
+Normal rank
@@ Property / cites work @@
+Lundberg's risk process with tax
@@ Property / cites work: Lundberg's risk process with tax / rank @@
+Normal rank
@@ Property / cites work @@
+Q3938929
@@ Property / cites work: Q3938929 / rank @@
+Normal rank
@@ Property / cites work @@
+HITTING AND RUIN PROBABILITIES FOR COMPOUND POISSON PROCESSES AND THE CYCLE MAXIMUM OF THE M/G/1 QUEUE
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1017772