On occupation times for a risk process with reserve-dependent premium (Q3147437): Difference between revisions

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+Q4229296
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+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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+Martingales and insurance risk
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+Q3136505
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+On the distribution of the duration of negative surplus
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+The effect of interest on negative surplus
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+How long is the surplus below zero?
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+Ruin estimation for a general insurance risk model
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+Ruin probabilities in the presence of heavy-tails and interest rates
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+Ruin estimates under interest force
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+On the distribution of the surplus of the D-E model prior to and at ruin
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