On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385): Difference between revisions

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+https://doi.org/10.1007/s10479-011-1032-y
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+W2090452502
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+On the time value of absolute ruin with debit interest
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+Ruin in the perturbed compound Poisson risk process under interest force
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+On the expectation of total discounted operating costs up to default and its applications
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Q5621248
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+Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
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+A decomposition of the ruin probability for the risk process perturbed by diffusion
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+Dividend payments in the classical risk model under absolute ruin with debit interest
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+On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
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+The perturbed compound Poisson risk process with investment and debit interest
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+Nonexponential asymptotics for the solutions of renewal equations, with applications
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+Absolute ruin in the compound Poisson risk model with constant dividend barrier
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+On a risk model with debit interest and dividend payments
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+Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest
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