Cramér-Lundberg Model with Stochastic Premiums and Continuous Non-insurance Costs (Q3463571): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/978-3-319-13671-4_30 / rank | |||
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| Property / cites work: Simple approximations of ruin probabilities / rank | |||
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| Property / cites work: Bounds for the ruin probability under a markovian modulated risk model / rank | |||
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| Property / cites work: A unified analysis of claim costs up to ruin in a Markovian arrival risk model / rank | |||
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| Property / cites work: On the probability of ruin in a Markov-modulated risk model / rank | |||
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Latest revision as of 09:04, 11 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cramér-Lundberg Model with Stochastic Premiums and Continuous Non-insurance Costs |
scientific article |
Statements
Cramér-Lundberg Model with Stochastic Premiums and Continuous Non-insurance Costs (English)
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19 January 2016
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probability of ruin
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moment-generating function of time to ruin
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insurance premium safety loading
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