The effect of interest on negative surplus (Q1381469): Difference between revisions
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Property / cites work: Martingales and insurance risk / rank | |||
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Property / cites work: On the distribution of the duration of negative surplus / rank | |||
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Property / cites work: How long is the surplus below zero? / rank | |||
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Property / cites work: On some measures of the severity of ruin in the classical Poisson model / rank | |||
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Revision as of 10:34, 28 May 2024
scientific article
Language | Label | Description | Also known as |
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English | The effect of interest on negative surplus |
scientific article |
Statements
The effect of interest on negative surplus (English)
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17 March 1998
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continuous time surplus process
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simulation
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probability of absolute ruin
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