The perturbed compound Poisson risk process with investment and debit interest (Q708784): Difference between revisions

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+https://doi.org/10.1007/s11009-008-9109-z
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+W2086359473
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+Q3331506
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+Simple approximations of ruin probabilities
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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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+On the time value of absolute ruin with debit interest
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function
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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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+Martingales and insurance risk
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+The effect of interest on negative surplus
@@ Property / cites work: The effect of interest on negative surplus / rank @@
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+Ruin estimation for a general insurance risk model
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+Q5621248
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
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+Subexponential distributions and integrated tails
@@ Property / cites work: Subexponential distributions and integrated tails / rank @@
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+Subexponential distributions and characterizations of related classes
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+Ruin theory with compounding assets -- a survey
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+Q3259158
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+Total Duration of Negative Surplus for the Risk Process with Constant Interest Force
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+Ruin estimates under interest force
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+Distributions for the risk process with a stochastic return on investments.
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+On the distribution of the surplus of the D-E model prior to and at ruin
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