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
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