Optimal control of the surplus in an insurance policy (Q2511738): Difference between revisions

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+Mi Ock Jeong
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jkss.2009.09.002
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+W2053127212
@@ Property / OpenAlex ID: W2053127212 / rank @@
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@@ Property / cites work @@
+Ruin probabilities and penalty functions with stochastic rates of interest
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+The Density of the Time to Ruin in the Classical Poisson Risk Model
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+When does the surplus reach a given target?
@@ Property / cites work: When does the surplus reach a given target? / rank @@
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+An optimization of a continuous time risk process
@@ Property / cites work: An optimization of a continuous time risk process / rank @@
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@@ Property / cites work @@
+Q4679848
@@ Property / cites work: Q4679848 / rank @@
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@@ Property / cites work @@
+RUIN PROBABILITY UNDER COMPOUND POISSON MODELS WITH RANDOM DISCOUNT  FACTOR
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+A martingale approach to a ruin model with surplus following a compound Pisson process
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+The finite-time ruin probability of the compound Poisson model with constant interest force
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+Some characteristics of a surplus process in the presence of an upper barrier.
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