On a joint distribution for the risk process with constant interest force (Q882861): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2005.03.001
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+W1979531604
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+Ruin probabilities and penalty functions with stochastic 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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+Classical risk theory in an economic environment
@@ Property / cites work: Classical risk theory in an economic environment / rank @@
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+Explicit finite-time and infinite-time ruin probabilities in the continuous case
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+Q5621248
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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
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+Stochastic differential equations. An introduction with applications.
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+Q3997782
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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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+Joint distributions of some actuarial random vectors containing the time of ruin
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+The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force
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