Ruin problems for a discrete time risk model with random interest rate (Q883070): Difference between revisions

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+DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST
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+Normal rank
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+Ruin probabilities with dependent rates of interest
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+Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
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+Recursive calculation of finite-time ruin probabilities
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+Ruin problems and dual events
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+Normal rank
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
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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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+Power tailed ruin probabilities in the presence of risky investments.
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+Ruin theory with compounding assets -- a survey
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+Ruin theory with stochastic return on investments
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