Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (Q5019754): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/10920277.2007.10597474
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+W1582939942
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@@ Property / cites work @@
+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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+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Ruin estimation for a general insurance risk model
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+Q5621248
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+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
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+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
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+Q4230625
@@ Property / cites work: Q4230625 / rank @@
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+Q4002273
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+Q3259158
@@ Property / cites work: Q3259158 / rank @@
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+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
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