The deficit at ruin in the Sparre Andersen model with interest (Q874329): Difference between revisions

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+DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST
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+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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+A unified approach to the study of tail probabilities of compound distributions
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+On the Distribution of the Deficit at Ruin when Claims are Phase-type
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+Aspects of risk theory
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+On the Time Value of Ruin
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+Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model
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+Q4230625
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+Ruin estimates under interest force
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+The adjustment function in ruin estimates under interest force
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+A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION
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+The finite-time ruin probability of the compound Poisson model with constant interest force
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+Refinements and distributional generalizations of Lundberg's inequality
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+On a class of approximations for ruin and waiting time probabilities
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+On the distribution of surplus immediately after ruin under interest force
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+Publication:874329