FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES (Q5398350): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3158278 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and insurance risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3560912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimal dividend barrier in the gamma-omega model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation times of spectrally negative Lévy processes with applications / rank
 
Normal rank

Latest revision as of 09:25, 7 July 2024

scientific article; zbMATH DE number 6262176
Language Label Description Also known as
English
FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
scientific article; zbMATH DE number 6262176

    Statements

    FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES (English)
    0 references
    0 references
    0 references
    27 February 2014
    0 references
    classical risk process
    0 references
    ruin probability
    0 references
    discounted penalty function
    0 references
    bankruptcy rate function
    0 references
    Omega model
    0 references

    Identifiers