The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033): Difference between revisions

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+W1996951286
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+On the discounted penalty function in a Markov-dependent risk model
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+Q3136505
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+A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
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+Martingales and the distribution of the time to ruin.
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+The time to ruin for a class of Markov additive risk process with two-sided jumps
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+Q3378427
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+Exit times for a class of piecewise exponential Markov processes with two-sided jumps
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+Probability of ruin with variable premium rate in a Markovian environment
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+Stochastic differential equations for ruin probabilities
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+Ruin models with investment income
@@ Property / cites work: Ruin models with investment income / rank @@
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+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
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+The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate
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+Publication:4903033