On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments (Q5421588): Difference between revisions

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+Classical risk theory in an economic environment
@@ Property / cites work: Classical risk theory in an economic environment / rank @@
+Normal rank
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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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+Present value distributions with applications to ruin theory and stochastic equations
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+Ruin problems with compounding assets
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+Transient Distribution of the Length of<i>GI</i>/<i>G</i>/<i>N</i>Queueing Systems
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+Ruin problems with assets and liabilities of diffusion type
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+Risk theory in a stochastic economic environment
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+Ruin theory with stochastic return on investments
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+Distributions for the risk process with a stochastic return on investments.
+Normal rank
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+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
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+Ruin probabilities for a~risk process with stochastic return on investments.
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+The joint density function of three characteristics on jump-diffusion risk process.
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