Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766): Difference between revisions

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-.1016/j.spa.2004.01.007
@@ Property / DOI: 10.1016/j.spa.2004.01.007 / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2004.01.007
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+W2030125760
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@@ Property / cites work @@
+Ruin probabilities with dependent rates of interest
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@@ Property / cites work @@
+On the expected discounted penalty function at ruin of a surplus process with interest.
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+Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
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+Sur les fonctionnelles exponentielles de certains processus de lévy
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+In the insurance business risky investments are dangerous
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
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@@ Property / cites work @@
+Power tailed ruin probabilities in the presence of risky investments.
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@@ Property / cites work @@
+Ruin problems with assets and liabilities of diffusion type
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@@ Property / cites work @@
+Risk theory in a stochastic economic environment
@@ Property / cites work: Risk theory in a stochastic economic environment / rank @@
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@@ Property / cites work @@
+On Cramér-like asymptotics for risk processes with stochastic return on investments
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@@ Property / cites work @@
+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
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@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
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@@ Property / cites work @@
+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
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@@ Property / cites work @@
+Distributions for the risk process with a stochastic return on investments.
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+On some exponential functionals of Brownian motion
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@@ Property / DOI @@
+.1016/J.SPA.2004.01.007
@@ Property / DOI: 10.1016/J.SPA.2004.01.007 / rank @@
+Normal rank