Ruin estimates under interest force (Q1902621): Difference between revisions

@@ Property / author @@
-Bjoern Sundt
@@ Property / author: Bjoern Sundt / rank @@
-Normal rank
@@ Property / author @@
-Q758003
@@ Property / author: Q758003 / rank @@
-Normal rank
@@ Property / author @@
+Bjoern Sundt
@@ Property / author: Bjoern Sundt / rank @@
+Normal rank
@@ Property / author @@
+Jozef L. Teugels
@@ Property / author: Jozef L. Teugels / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0167-6687(94)00023-8
+Normal rank
@@ Property / OpenAlex ID @@
+W2084197669
@@ Property / OpenAlex ID: W2084197669 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3026011
@@ Property / cites work: Q3026011 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3314809
@@ Property / cites work: Q3314809 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5511744
@@ Property / cites work: Q5511744 / rank @@
+Normal rank
@@ Property / cites work @@
+Upper bounds on ruin probabilities in case of negative loadings and positive interest rates
+Normal rank
@@ Property / cites work @@
+Limit theorems for the present value of the surplus of an insurance portfolio
+Normal rank
@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
+Normal rank
@@ Property / cites work @@
+Classical risk theory in an economic environment
@@ Property / cites work: Classical risk theory in an economic environment / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations for compound Poisson and Pólya processes
+Normal rank
@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5621248
@@ Property / cites work: Q5621248 / rank @@
+Normal rank
@@ Property / cites work @@
+The Discounted Central Limit Theorem and its Berry-Esseen Analogue
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4275389
@@ Property / cites work: Q4275389 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin problems with compounding assets
@@ Property / cites work: Ruin problems with compounding assets / rank @@
+Normal rank
@@ Property / cites work @@
+Analytic Inequalities
@@ Property / cites work: Analytic Inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Q5781688
@@ Property / cites work: Q5781688 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5734004
@@ Property / cites work: Q5734004 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4328335
@@ Property / cites work: Q4328335 / rank @@
+Normal rank
@@ Property / cites work @@
+The adjustment function in ruin estimates under interest force
+Normal rank
@@ Property / cites work @@
+Approximation and estimation of some compound distributions
+Normal rank
@@ Property / cites work @@
+Approximations for stop-loss premiums
@@ Property / cites work: Approximations for stop-loss premiums / rank @@
+Normal rank