Some Ruin Problems for a Risk Process with Stochastic Interest (Q3518780): Difference between revisions

@@ Property / author @@
-Kam-Chuen Yuen
@@ Property / author: Kam-Chuen Yuen / rank @@
-Normal rank
@@ Property / author @@
-Guo-jing Wang
@@ Property / author: Guo-jing Wang / rank @@
-Normal rank
@@ Property / author @@
+Kam-Chuen Yuen
@@ Property / author: Kam-Chuen Yuen / rank @@
+Normal rank
@@ Property / author @@
+Guo-jing Wang
@@ Property / author: Guo-jing Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/10920277.2005.10596215
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@@ Property / OpenAlex ID @@
+W2044739355
@@ Property / OpenAlex ID: W2044739355 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and penalty functions with stochastic rates of interest
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function at ruin of a surplus process with interest.
+Normal rank
@@ Property / cites work @@
+Classical risk theory in an economic environment
@@ Property / cites work: Classical risk theory in an economic environment / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the surplus prior to ruin
@@ Property / cites work: On the distribution of the surplus prior to ruin / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin problems with compounding assets
@@ Property / cites work: Ruin problems with compounding assets / rank @@
+Normal rank
@@ Property / cites work @@
+Power tailed ruin probabilities in the presence of risky investments.
+Normal rank
@@ Property / cites work @@
+Q3126395
@@ Property / cites work: Q3126395 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk theory in a stochastic economic environment
@@ Property / cites work: Risk theory in a stochastic economic environment / rank @@
+Normal rank
@@ Property / cites work @@
+On Cramér-like asymptotics for risk processes with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3259158
@@ Property / cites work: Q3259158 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
+Normal rank
@@ Property / cites work @@
+The adjustment function in ruin estimates under interest force
+Normal rank
@@ Property / cites work @@
+Distributions for the risk process with a stochastic return on investments.
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@@ Property / cites work @@
+On a joint distribution for the risk process with constant interest force
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@@ Property / cites work @@
+On the distribution of surplus immediately before ruin under interest force
+Normal rank
@@ Property / cites work @@
+Ruin probabilities for a~risk process with stochastic return on investments.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3518780