Total duration of negative surplus for the risk model with debit interest (Q1021771): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2009.02.005
@@ Property / DOI: 10.1016/j.spl.2009.02.005 / rank @@
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@@ Property / author @@
+Jing-Min He
@@ Property / author: Jing-Min He / rank @@
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@@ Property / author @@
+Hua-Yue Zhang
@@ Property / author: Hua-Yue Zhang / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2009.02.005
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@@ Property / OpenAlex ID @@
+W1987448403
@@ Property / OpenAlex ID: W1987448403 / rank @@
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@@ Property / cites work @@
+On occupation times for a risk process with reserve-dependent premium
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@@ Property / cites work @@
+Q3136505
@@ Property / cites work: Q3136505 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the duration of negative surplus
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@@ Property / cites work @@
+How long is the surplus below zero?
@@ Property / cites work: How long is the surplus below zero? / rank @@
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@@ Property / cites work @@
+Ruin estimation for a general insurance risk model
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@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
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@@ Property / cites work @@
+When does the surplus reach a given target?
@@ Property / cites work: When does the surplus reach a given target? / rank @@
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@@ Property / cites work @@
+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+On hitting times for compound Poisson dams with exponential jumps and linear release rate
+Normal rank
@@ Property / cites work @@
+Occupation measure and local time of classical risk processes
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@@ Property / cites work @@
+On some measures of the severity of ruin in the classical Poisson model
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@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
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@@ Property / cites work @@
+Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
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@@ Property / DOI @@
+.1016/J.SPL.2009.02.005
@@ Property / DOI: 10.1016/J.SPL.2009.02.005 / rank @@
+Normal rank