Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums (Q2263346): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(6 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s10559-014-9665-x / rank
Normal rank
 
Property / author
 
Property / author: Valery O. Boldyreva / rank
Normal rank
 
Property / author
 
Property / author: Valery O. Boldyreva / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10559-014-9665-x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1973886097 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4125134 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2896605 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equation for survival probability in a finite time interval in case of non-zero real interest force / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5342183 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4442928 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10559-014-9665-X / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 17:48, 17 December 2024

scientific article
Language Label Description Also known as
English
Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums
scientific article

    Statements

    Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums (English)
    0 references
    0 references
    0 references
    18 March 2015
    0 references
    Samuelson model
    0 references
    non-ruin probability
    0 references
    stochastic premiums and claims
    0 references
    transition probability density
    0 references
    Itō equation
    0 references

    Identifiers