The effect of interest on negative surplus (Q1381469): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q3773148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and insurance risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the duration of negative surplus / rank
 
Normal rank
Property / cites work
 
Property / cites work: How long is the surplus below zero? / rank
 
Normal rank
Property / cites work
 
Property / cites work: When does the surplus reach a given target? / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some measures of the severity of ruin in the classical Poisson model / rank
 
Normal rank

Revision as of 10:34, 28 May 2024

scientific article
Language Label Description Also known as
English
The effect of interest on negative surplus
scientific article

    Statements

    The effect of interest on negative surplus (English)
    0 references
    17 March 1998
    0 references
    continuous time surplus process
    0 references
    simulation
    0 references
    probability of absolute ruin
    0 references

    Identifiers