Total duration of negative surplus for the dual model (Q3552655): 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/10.1002/asmb.733
@@ Property / full work available at URL: https://doi.org/10.1002/asmb.733 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W4239068482
@@ Property / OpenAlex ID: W4239068482 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividends in the dual model
@@ Property / cites work: Optimal dividends in the dual model / rank @@
+Normal rank
@@ Property / cites work @@
+Q5592832
@@ Property / cites work: Q5592832 / 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 @@
+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
+Normal rank
@@ Property / cites work @@
+The effect of interest on negative surplus
@@ Property / cites work: The effect of interest on negative surplus / 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 the distribution of the duration of negative surplus
+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 @@
+Total Duration of Negative Surplus for the Risk Process with Constant Interest Force
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank