Total Duration of Negative Surplus for the Risk Process with Constant Interest Force (Q5430135): Difference between revisions

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+Ruin estimates under interest force
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+On the distribution of surplus immediately after ruin under interest force
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+On a joint distribution for the risk process with constant interest force
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+Martingales and insurance risk
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+When does the surplus reach a given target?
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+How long is the surplus below zero?
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+On some measures of the severity of ruin in the classical Poisson model
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+On occupation times for a risk process with reserve-dependent premium
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+Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
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+Occupation measure and local time of classical risk processes
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