Ruin theory in a financial corporation model with credit risk. (Q1413343): Difference between revisions

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+Q3511290
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+Recursive calculation of finite-time ruin probabilities
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+On the distribution of the surplus prior to ruin
@@ Property / cites work: On the distribution of the surplus prior to ruin / rank @@
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+Q3868650
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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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+On the Time Value of Ruin
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+Aspects of risk theory
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+Q4229047
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+Q4380355
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+Q4230625
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+Non-exponential Bounds for Ruin Probability with Interest Effect Included
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+https://doi.org/10.1016/s0167-6687(03)00149-5
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+W2032560846
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+Publication:1413343