The effect of interest on negative surplus (Q1381469): Difference between revisions

From MaRDI portal
Changed an Item
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3773148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and insurance risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the duration of negative surplus / rank
 
Normal rank
Property / cites work
 
Property / cites work: How long is the surplus below zero? / rank
 
Normal rank
Property / cites work
 
Property / cites work: When does the surplus reach a given target? / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some measures of the severity of ruin in the classical Poisson model / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q127206526 / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0167-6687(97)00014-0 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2092743100 / rank
 
Normal rank

Latest revision as of 09:22, 30 July 2024

scientific article
Language Label Description Also known as
English
The effect of interest on negative surplus
scientific article

    Statements

    The effect of interest on negative surplus (English)
    0 references
    17 March 1998
    0 references
    continuous time surplus process
    0 references
    simulation
    0 references
    probability of absolute ruin
    0 references

    Identifiers