Some expressions of a generalized version of the expected time in the red and the expected area in red (Q2152232): Difference between revisions

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+Q3560912
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+Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
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+How long is the surplus below zero?
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+Q5724171
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+Differentiation of some functionals of risk processes, and optimal reserve allocation
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+Properties of a risk measure derived from the expected area in red
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+Large deviations for the time-integrated negative parts of some processes
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+Q5836056
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