Itô calculus for Cramér-Lundberg model (Q5121396): Difference between revisions

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+Q3560912
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+Aspects of risk theory
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+Non-life insurance mathematics. An introduction with stochastic processes.
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+Non-life insurance mathematics. An introduction with the Poisson process
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+Q4230625
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+Ruin theory with compounding assets -- a survey
@@ Property / cites work: Ruin theory with compounding assets -- a survey / rank @@
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+On Cramér-like asymptotics for risk processes with stochastic return on investments
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+Ruin models with investment income
@@ Property / cites work: Ruin models with investment income / 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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+Publication:5121396