Approximation for ruin probability in the Sparre Andersen model with interest (Q2431955): Difference between revisions

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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
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+Ruin probabilities and penalty functions with stochastic rates of interest
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+Recursive calculation of time to ruin distributions.
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+Ruin estimates under interest force
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+Q3622296
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+RPA pathwise derivative estimation of ruin probabilities
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