On the time and the number of claims when the surplus drops below a certain level (Q4576976): Difference between revisions

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+https://doi.org/10.1080/03461238.2014.954607
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+W1978689467
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+Q5558293
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+Q3560912
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+Q5459902
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+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
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+The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
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+Approximations to ruin probability in the presence of an upper absorbing barrier
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+How many claims does it take to get ruined and recovered?
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+Ruin estimation for a general insurance 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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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+Q5678345
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+Total duration of negative surplus for the risk model with debit interest
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+Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
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+The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
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+On the generalized Gerber-Shiu function for surplus processes with interest
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+The risk model of the expected discounted penalty function with constant interest force
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+A two-sided first-exit problem for a compound Poisson process with a random upper boundary
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+Q4301147
@@ Property / cites work: Q4301147 / rank @@
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+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
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