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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Bjoern Sundt / rank
Normal rank
 
Property / author
 
Property / author: Q758003 / rank
Normal rank
 
Property / author
 
Property / author: Bjoern Sundt / rank
 
Normal rank
Property / author
 
Property / author: Jozef L. Teugels / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0167-6687(94)00023-8 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2084197669 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3026011 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3314809 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5511744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Upper bounds on ruin probabilities in case of negative loadings and positive interest rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for the present value of the surplus of an insurance portfolio / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5609896 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Classical risk theory in an economic environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations for compound Poisson and Pólya processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5512461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5621248 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Discounted Central Limit Theorem and its Berry-Esseen Analogue / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3868650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4275389 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin problems with compounding assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analytic Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5781688 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5734004 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4328335 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The adjustment function in ruin estimates under interest force / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation and estimation of some compound distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations for stop-loss premiums / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 17:20, 23 May 2024

scientific article
Language Label Description Also known as
English
Ruin estimates under interest force
scientific article

    Statements

    Ruin estimates under interest force (English)
    0 references
    22 November 1995
    0 references
    interest-rate
    0 references
    Lundberg inequality
    0 references
    infinite time ruin probabilities
    0 references
    compound Poisson process
    0 references
    constant premium rate
    0 references
    constant interest rate
    0 references
    ruin probability
    0 references
    approximations
    0 references
    bounds
    0 references
    zero initial reserve
    0 references
    exponential claim sizes
    0 references
    0 references
    0 references

    Identifiers