Ruin under interest force and subexponential claims: a simple treatment. (Q1584593): Difference between revisions

@@ Property / author @@
-Vladimir Kalashnikov
@@ Property / author: Vladimir Kalashnikov / rank @@
-Normal rank
@@ Property / author @@
-Dimitrios G. Konstantinides
@@ Property / author: Dimitrios G. Konstantinides / rank @@
-Normal rank
@@ Property / author @@
+Vladimir Kalashnikov
@@ Property / author: Vladimir Kalashnikov / rank @@
+Normal rank
@@ Property / author @@
+Dimitrios G. Konstantinides
@@ Property / author: Dimitrios G. Konstantinides / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the presence of heavy-tails and interest rates
+Normal rank
@@ Property / cites work @@
+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
+Normal rank
@@ Property / cites work @@
+The adjustment function in ruin estimates under interest force
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6687(00)00045-7
+Normal rank
@@ Property / OpenAlex ID @@
+W2085553648
@@ Property / OpenAlex ID: W2085553648 / rank @@
+Normal rank