Itô calculus for Cramér-Lundberg model (Q5121396): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.14495/jsiaml.12.25 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Q3560912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aspects of risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-life insurance mathematics. An introduction with stochastic processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-life insurance mathematics. An introduction with the Poisson process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230625 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin theory with compounding assets -- a survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Cramér-like asymptotics for risk processes with stochastic return on investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin models with investment income / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Time Value of Ruin / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.14495/JSIAML.12.25 / rank
 
Normal rank

Latest revision as of 16:00, 30 December 2024

scientific article; zbMATH DE number 7246801
Language Label Description Also known as
English
Itô calculus for Cramér-Lundberg model
scientific article; zbMATH DE number 7246801

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references